+89.6%
AXP vs NTAP
+106.9%
-17.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.6% | -15.1% | +15.6% | +5.2% |
| 30D | +5.8% | -28.1% | +33.9% | +16.0% |
| 3M | -6.0% | -11.4% | +5.4% | -4.1% |
| 6M | +0.3% | +52.2% | -51.9% | -17.9% |
| YTD | -12.3% | +60.4% | -72.7% | -30.3% |
| 1Y | -11.2% | +51.0% | -62.2% | -27.8% |
| 3Y | +117.0% | +135.6% | -18.5% | +34.0% |
| All | +89.6% | +106.9% | -17.3% | +20.6% |
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 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