+117.0%
AXP vs NTAP
+128.6%
-11.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | -6.5% | -0.5% | -6.0% | -6.6% |
| 3M | +4.6% | +4.1% | +0.6% | +2.4% |
| 6M | +5.4% | +88.0% | -82.5% | -19.2% |
| YTD | -11.1% | +75.6% | -86.7% | -30.3% |
| 1Y | -0.3% | +58.9% | -59.2% | -18.7% |
| 3Y | +111.6% | +153.6% | -42.0% | +30.5% |
| All | +117.0% | +128.6% | -11.6% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling