+327.1%
NET vs AXP
+110.9%
+216.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.3% |
| 7D | -7.0% | -2.1% | -4.9% | -5.8% |
| 30D | -4.8% | -6.5% | +1.7% | -0.8% |
| 3M | +3.8% | +4.6% | -0.8% | +0.2% |
| 6M | +50.0% | +5.4% | +44.6% | +43.6% |
| YTD | +41.5% | -11.1% | +52.6% | +50.4% |
| 1Y | +32.8% | -0.3% | +33.1% | +29.8% |
| All | +327.1% | +110.9% | +216.1% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling