+0.7%
NU vs AXP
+0.9%
-0.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +6.0% | +0.6% | +5.4% | +5.7% |
| 30D | +10.8% | -4.3% | +15.1% | +13.5% |
| 3M | +32.2% | +4.7% | +27.5% | +29.0% |
| 6M | +5.1% | +9.0% | -3.8% | +0.7% |
| YTD | -8.4% | -11.1% | +2.7% | -3.9% |
| 1Y | +0.7% | +1.3% | -0.6% | +1.2% |
| All | +0.7% | +0.9% | -0.2% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling