+48.8%
NU vs AXP
+106.0%
-57.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.2% |
| 7D | +7.5% | -2.1% | +9.6% | +9.2% |
| 30D | +6.1% | -6.5% | +12.7% | +11.5% |
| 3M | +26.8% | +4.6% | +22.2% | +22.5% |
| 6M | +2.5% | +5.4% | -3.0% | -1.6% |
| YTD | -8.2% | -11.1% | +2.9% | -1.0% |
| 1Y | +3.4% | -0.3% | +3.7% | +1.8% |
| 3Y | +116.2% | +111.6% | +4.6% | +13.1% |
| All | +48.8% | +106.0% | -57.2% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling