-20.4%
NKE vs AXP
+469.2%
-489.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.1% | +0.6% | -0.6% | -0.3% |
| 30D | -7.7% | -4.3% | -3.3% | -5.8% |
| 3M | -10.9% | +4.7% | -15.6% | -12.9% |
| 6M | -31.9% | +9.0% | -40.8% | -34.7% |
| YTD | -38.6% | -11.1% | -27.5% | -35.7% |
| 1Y | -46.9% | +1.3% | -48.2% | -47.7% |
| 3Y | -58.2% | +114.5% | -172.7% | -71.2% |
| 5Y | -74.0% | +118.0% | -192.1% | -82.5% |
| All | -20.4% | +469.2% | -489.6% | -63.2% |
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