+919.8%
NVDA vs AXP
+118.2%
+801.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.6% |
| 7D | +5.9% | -2.1% | +8.0% | +7.5% |
| 30D | +5.1% | -6.5% | +11.6% | +10.0% |
| 3M | +5.4% | +4.6% | +0.7% | +1.0% |
| 6M | +26.0% | +5.4% | +20.6% | +19.6% |
| YTD | +23.7% | -11.1% | +34.8% | +31.8% |
| 1Y | +34.4% | -0.3% | +34.7% | +29.3% |
| 3Y | +375.8% | +111.6% | +264.2% | +137.9% |
| All | +919.8% | +118.2% | +801.7% | +400.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling