+48.4%
NU vs AXP
+105.9%
-57.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +6.0% | +0.6% | +5.4% | +5.6% |
| 30D | +10.8% | -4.3% | +15.1% | +14.4% |
| 3M | +32.2% | +4.7% | +27.5% | +27.6% |
| 6M | +5.1% | +9.0% | -3.8% | -1.4% |
| YTD | -8.4% | -11.1% | +2.7% | -1.2% |
| 1Y | +0.7% | +1.3% | -0.6% | -2.0% |
| 3Y | +125.1% | +114.5% | +10.6% | +16.4% |
| All | +48.4% | +105.9% | -57.5% | -17.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling