+423.4%
NFLX vs AXP
+453.0%
-29.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.5% |
| 7D | +2.6% | -1.1% | +3.7% | +2.9% |
| 30D | -9.0% | +5.2% | -14.3% | -10.4% |
| 3M | -13.7% | -4.6% | -9.2% | -12.6% |
| 6M | -26.9% | +3.2% | -30.1% | -27.7% |
| YTD | -31.8% | -11.3% | -20.4% | -29.9% |
| 1Y | -42.1% | -11.0% | -31.0% | -40.7% |
| 3Y | +47.0% | +120.2% | -73.2% | +12.5% |
| 5Y | -2.5% | +91.7% | -94.2% | -23.2% |
| 10Y | +423.4% | +440.3% | -17.0% | +236.1% |
| All | +423.4% | +453.0% | -29.7% | +236.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling