+476.9%
NEM vs AXP
+6,658.5%
-6,181.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | +0.3% | -2.1% | +2.4% | +0.5% |
| 30D | +23.1% | -6.5% | +29.6% | +23.7% |
| 3M | +18.5% | +4.6% | +13.8% | +18.1% |
| 6M | +7.8% | +5.4% | +2.4% | +7.3% |
| YTD | +29.1% | -11.1% | +40.2% | +30.0% |
| 1Y | +72.7% | -0.3% | +73.0% | +72.3% |
| 3Y | +248.7% | +111.6% | +137.2% | +229.0% |
| 5Y | +148.7% | +117.6% | +31.1% | +132.6% |
| 10Y | +304.8% | +474.1% | -169.4% | +249.9% |
| All | +476.9% | +6,658.5% | -6,181.5% | +496.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling