+235.9%
NVDA vs AXP
+115.2%
+120.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -12.7% | -0.1% | -12.6% | -12.7% |
| 30D | -26.4% | +4.4% | -30.9% | -28.1% |
| 3M | -27.6% | -6.4% | -21.2% | -25.4% |
| 6M | -27.7% | +4.2% | -31.9% | -30.1% |
| YTD | -12.5% | -12.4% | -0.1% | -7.5% |
| 1Y | -12.6% | -11.1% | -1.5% | -8.7% |
| 3Y | +235.9% | +114.9% | +121.1% | +158.5% |
| All | +235.9% | +115.2% | +120.7% | +158.5% |
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