-26.0%
NOW vs AXP
+96.1%
-122.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -4.6% |
| 7D | -6.7% | +0.4% | -7.1% | -6.8% |
| 30D | -25.8% | +7.0% | -32.8% | -28.9% |
| 3M | -12.7% | -6.6% | -6.1% | -9.7% |
| 6M | +11.2% | +3.5% | +7.8% | +7.7% |
| YTD | -33.2% | -11.2% | -22.0% | -29.5% |
| 1Y | -41.8% | -10.2% | -31.7% | -39.2% |
| 3Y | -15.7% | +120.0% | -135.7% | -50.9% |
| 5Y | -26.0% | +95.6% | -121.6% | -53.8% |
| All | -26.0% | +96.1% | -122.2% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling