+10,574.6%
NVDA vs AXP
+449.9%
+10,124.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.5% |
| 7D | -8.8% | +0.6% | -9.4% | -9.1% |
| 30D | -21.4% | +5.8% | -27.2% | -24.1% |
| 3M | -14.7% | -6.0% | -8.7% | -12.0% |
| 6M | -10.0% | +0.3% | -10.3% | -11.2% |
| YTD | +0.3% | -12.3% | +12.6% | +6.1% |
| 1Y | -0.5% | -11.2% | +10.7% | +4.1% |
| 3Y | +309.2% | +117.0% | +192.1% | +148.3% |
| 5Y | +530.1% | +93.2% | +436.9% | +312.5% |
| All | +10,574.6% | +449.9% | +10,124.6% | +4,728.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling