-61.4%
NKE vs AXP
+117.6%
-179.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -1.9% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | +12.3% | +5.8% | +6.5% | +9.5% |
| 3M | -7.1% | -6.0% | -1.1% | -4.5% |
| 6M | -10.3% | +0.3% | -10.6% | -10.7% |
| YTD | -37.8% | -12.3% | -25.6% | -34.4% |
| 1Y | -35.6% | -11.2% | -24.3% | -32.5% |
| 3Y | -61.4% | +117.0% | -178.4% | -69.9% |
| All | -61.4% | +117.6% | -179.0% | -69.9% |
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