+501.5%
NOW vs AXP
+456.7%
+44.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -4.9% |
| 7D | -6.7% | +0.4% | -7.1% | -6.8% |
| 30D | -25.8% | +7.0% | -32.8% | -28.2% |
| 3M | -12.7% | -6.6% | -6.1% | -10.4% |
| 6M | +11.2% | +3.5% | +7.8% | +8.7% |
| YTD | -33.2% | -11.2% | -22.0% | -30.4% |
| 1Y | -41.8% | -10.2% | -31.7% | -39.8% |
| 3Y | -15.7% | +120.0% | -135.7% | -41.1% |
| 5Y | -26.0% | +95.6% | -121.6% | -46.3% |
| All | +501.5% | +456.7% | +44.7% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling