+440.3%
AXP vs NTAP
+608.6%
-168.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.0% | -0.5% |
| 7D | -1.1% | -5.0% | +3.8% | +0.5% |
| 30D | +5.2% | -25.8% | +31.0% | +16.4% |
| 3M | -4.6% | -6.9% | +2.3% | -3.8% |
| 6M | +3.2% | +50.0% | -46.8% | -16.5% |
| YTD | -11.3% | +66.9% | -78.3% | -32.2% |
| 1Y | -11.0% | +58.3% | -69.3% | -30.4% |
| 3Y | +120.2% | +145.1% | -25.0% | +34.9% |
| 5Y | +91.7% | +114.2% | -22.5% | +22.6% |
| 10Y | +440.3% | +576.6% | -136.2% | +112.7% |
| All | +440.3% | +608.6% | -168.2% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling