+409.0%
NFLX vs AXP
+449.9%
-40.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | +2.1% | +0.6% | +1.6% | +2.0% |
| 30D | -9.0% | +5.8% | -14.9% | -10.5% |
| 3M | -14.0% | -6.0% | -7.9% | -12.4% |
| 6M | -28.2% | +0.3% | -28.5% | -28.4% |
| YTD | -32.4% | -12.3% | -20.1% | -30.3% |
| 1Y | -42.2% | -11.2% | -31.0% | -40.8% |
| 3Y | +45.9% | +117.0% | -71.2% | +12.2% |
| 5Y | -1.8% | +93.2% | -95.0% | -22.7% |
| All | +409.0% | +449.9% | -40.9% | +244.0% |
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