+1,578.5%
NOK vs AXP
+6,688.0%
-5,109.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.2% |
| 7D | -1.8% | -2.1% | +0.3% | -0.8% |
| 30D | +4.7% | -6.5% | +11.2% | +7.9% |
| 3M | -39.7% | +4.6% | -44.3% | -40.9% |
| 6M | +23.1% | +5.4% | +17.6% | +19.6% |
| YTD | +55.0% | -11.1% | +66.1% | +61.4% |
| 1Y | +118.0% | -0.3% | +118.3% | +114.5% |
| 3Y | +170.5% | +111.6% | +58.9% | +82.9% |
| 5Y | +84.9% | +117.6% | -32.7% | +20.6% |
| 10Y | +112.0% | +474.1% | -362.1% | -21.1% |
| All | +1,578.5% | +6,688.0% | -5,109.5% | +99.8% |
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