+375.4%
NVDA vs AXP
+110.9%
+264.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.4% |
| 7D | +5.9% | -2.1% | +8.0% | +7.1% |
| 30D | +5.1% | -6.5% | +11.6% | +8.8% |
| 3M | +5.4% | +4.6% | +0.7% | +2.0% |
| 6M | +26.0% | +5.4% | +20.6% | +21.1% |
| YTD | +23.7% | -11.1% | +34.8% | +30.2% |
| 1Y | +34.4% | -0.3% | +34.7% | +30.3% |
| All | +375.4% | +110.9% | +264.5% | +203.8% |
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