+424.9%
AXP vs NTAP
+597.8%
-172.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -1.6% |
| 7D | -2.9% | -2.4% | -0.4% | -2.2% |
| 30D | +3.7% | -23.4% | +27.2% | +13.4% |
| 3M | -4.9% | -7.5% | +2.6% | -3.8% |
| 6M | +4.1% | +56.4% | -52.3% | -17.1% |
| YTD | -11.7% | +73.6% | -85.3% | -33.4% |
| 1Y | -11.7% | +68.4% | -80.1% | -32.6% |
| 3Y | +116.5% | +150.6% | -34.1% | +31.7% |
| 5Y | +89.5% | +122.5% | -33.0% | +19.5% |
| 10Y | +424.9% | +589.7% | -164.8% | +103.9% |
| All | +424.9% | +597.8% | -172.9% | +103.9% |
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