+89.6%
AXP vs NTAP
+114.4%
-24.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -0.6% | -7.8% | +7.1% | +1.6% |
| 30D | +5.0% | -25.8% | +30.8% | +14.0% |
| 3M | -4.2% | -11.2% | +7.0% | -2.2% |
| 6M | +2.9% | +49.9% | -47.0% | -14.9% |
| YTD | -11.6% | +66.9% | -78.4% | -30.6% |
| 1Y | -11.1% | +58.8% | -69.9% | -28.9% |
| 3Y | +116.7% | +140.8% | -24.1% | +33.5% |
| 5Y | +89.6% | +115.0% | -25.4% | +18.8% |
| All | +89.6% | +114.4% | -24.8% | +18.8% |
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