-6.7%
AXP vs NTAP
+66.6%
-73.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.3% |
| 7D | +4.6% | -16.1% | +20.7% | +5.8% |
| 30D | +9.7% | -15.9% | +25.7% | +10.9% |
| 3M | -3.8% | -1.2% | -2.5% | -4.2% |
| 6M | +4.8% | +70.1% | -65.3% | -4.7% |
| YTD | -9.1% | +77.9% | -87.0% | -18.7% |
| 1Y | -6.7% | +68.1% | -74.8% | -14.6% |
| All | -6.7% | +66.6% | -73.3% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling