+1,181.9%
NOK vs AXP
+6,601.1%
-5,419.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.2% |
| 7D | -10.5% | +0.6% | -11.1% | -10.8% |
| 30D | -27.9% | +5.8% | -33.7% | -29.8% |
| 3M | -18.8% | -6.0% | -12.8% | -16.8% |
| 6M | -41.9% | +0.3% | -42.2% | -42.4% |
| YTD | +18.4% | -12.3% | +30.6% | +23.6% |
| 1Y | +10.9% | -11.2% | +22.1% | +14.9% |
| 3Y | +137.9% | +117.0% | +20.9% | +58.6% |
| 5Y | +47.8% | +93.2% | -45.4% | +1.8% |
| 10Y | +116.4% | +461.2% | -344.8% | -18.7% |
| All | +1,181.9% | +6,601.1% | -5,419.2% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling