+147.0%
NOK vs AXP
+115.2%
+31.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | -14.1% | +4.4% | -18.6% | -15.1% |
| 3M | -23.6% | -6.4% | -17.2% | -22.4% |
| 6M | -45.1% | +4.2% | -49.3% | -45.7% |
| YTD | +24.7% | -12.4% | +37.1% | +28.2% |
| 1Y | +19.0% | -11.1% | +30.1% | +21.8% |
| 3Y | +147.0% | +114.9% | +32.2% | +57.1% |
| All | +147.0% | +115.2% | +31.8% | +57.1% |
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