+1,312.4%
NOK vs AXP
+6,645.3%
-5,332.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +2.2% | -2.9% | +5.0% | +3.6% |
| 30D | -14.7% | +3.7% | -18.5% | -16.2% |
| 3M | -10.6% | -4.9% | -5.7% | -8.9% |
| 6M | -39.4% | +4.1% | -43.4% | -40.8% |
| YTD | +30.4% | -11.7% | +42.1% | +35.8% |
| 1Y | +22.3% | -11.7% | +34.0% | +27.2% |
| 3Y | +157.6% | +116.5% | +41.1% | +72.0% |
| 5Y | +64.6% | +89.5% | -25.0% | +14.4% |
| 10Y | +132.5% | +424.9% | -292.4% | -9.7% |
| All | +1,312.4% | +6,645.3% | -5,332.9% | +68.1% |
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 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