-13.0%
NKE vs AXP
+414.5%
-427.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.7% |
| 7D | -4.6% | -2.1% | -2.4% | -3.6% |
| 30D | +6.9% | +2.7% | +4.2% | +5.7% |
| 3M | -5.8% | -7.3% | +1.5% | -2.4% |
| 6M | -9.1% | +1.8% | -10.9% | -10.1% |
| YTD | -39.2% | -13.1% | -26.1% | -35.6% |
| 1Y | -39.2% | -13.7% | -25.5% | -35.5% |
| 3Y | -61.8% | +113.1% | -175.0% | -73.7% |
| 5Y | -75.5% | +85.9% | -161.5% | -82.4% |
| All | -13.0% | +414.5% | -427.5% | -61.5% |
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