+474.2%
NVDA vs AXP
+88.8%
+385.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -13.2% | -2.9% | -10.3% | -11.3% |
| 30D | -23.2% | +3.7% | -27.0% | -25.4% |
| 3M | -20.0% | -4.9% | -15.1% | -17.6% |
| 6M | -20.6% | +4.1% | -24.7% | -24.2% |
| YTD | -6.6% | -11.7% | +5.0% | -0.4% |
| 1Y | -9.8% | -11.7% | +1.9% | -4.2% |
| 3Y | +260.5% | +116.5% | +144.0% | +69.4% |
| 5Y | +474.2% | +89.5% | +384.7% | +209.0% |
| All | +474.2% | +88.8% | +385.4% | +209.0% |
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