+258.4%
NVDA vs AXP
+116.9%
+141.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -13.2% | -2.9% | -10.3% | -11.9% |
| 30D | -23.2% | +3.7% | -27.0% | -24.7% |
| 3M | -20.0% | -4.9% | -15.1% | -18.2% |
| 6M | -20.6% | +4.1% | -24.7% | -23.2% |
| YTD | -6.6% | -11.7% | +5.0% | -1.7% |
| 1Y | -9.8% | -11.7% | +1.9% | -5.3% |
| All | +258.4% | +116.9% | +141.5% | +174.7% |
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