+123.8%
NOK vs AXP
+453.0%
-329.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.4% |
| 7D | -1.4% | -1.1% | -0.3% | -1.0% |
| 30D | -21.0% | +5.2% | -26.3% | -22.5% |
| 3M | -12.6% | -4.6% | -8.0% | -11.3% |
| 6M | -36.2% | +3.2% | -39.4% | -37.2% |
| YTD | +26.4% | -11.3% | +37.8% | +30.6% |
| 1Y | +19.6% | -11.0% | +30.6% | +23.2% |
| 3Y | +152.6% | +120.2% | +32.4% | +79.3% |
| 5Y | +57.3% | +91.7% | -34.4% | +15.5% |
| 10Y | +123.8% | +440.3% | -316.6% | +14.2% |
| All | +123.8% | +453.0% | -329.3% | +14.2% |
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