+125.0%
NU vs AXP
+114.8%
+10.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.3% |
| 7D | +7.5% | -2.1% | +9.6% | +8.9% |
| 30D | +6.1% | -6.5% | +12.7% | +10.5% |
| 3M | +26.8% | +4.6% | +22.2% | +23.3% |
| 6M | +2.5% | +5.4% | -3.0% | -0.8% |
| YTD | -8.2% | -11.1% | +2.9% | -2.2% |
| 1Y | +3.4% | -0.3% | +3.7% | +2.3% |
| All | +125.0% | +114.8% | +10.3% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling