+16.5%
NU vs AXP
+103.3%
-86.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.3% |
| 7D | +3.6% | +0.6% | +3.0% | +3.1% |
| 30D | -22.8% | +5.8% | -28.6% | -26.2% |
| 3M | -14.8% | -6.0% | -8.8% | -11.3% |
| 6M | -16.9% | +0.3% | -17.2% | -17.6% |
| YTD | -28.1% | -12.3% | -15.9% | -22.1% |
| 1Y | -24.5% | -11.2% | -13.3% | -19.0% |
| 3Y | +44.8% | +117.0% | -72.3% | -26.1% |
| All | +16.5% | +103.3% | -86.9% | -35.0% |
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