+137.9%
NOK vs AXP
+117.6%
+20.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.0% |
| 7D | -10.5% | +0.6% | -11.1% | -10.6% |
| 30D | -27.9% | +5.8% | -33.7% | -28.9% |
| 3M | -18.8% | -6.0% | -12.8% | -17.6% |
| 6M | -41.9% | +0.3% | -42.2% | -42.0% |
| YTD | +18.4% | -12.3% | +30.6% | +21.7% |
| 1Y | +10.9% | -11.2% | +22.1% | +13.5% |
| 3Y | +137.9% | +117.0% | +20.9% | +46.7% |
| All | +137.9% | +117.6% | +20.3% | +46.7% |
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