+86.1%
AXP vs NTAP
+124.7%
-38.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.5% |
| 7D | -0.1% | +7.2% | -7.3% | -2.2% |
| 30D | +4.4% | -18.4% | +22.8% | +10.2% |
| 3M | -6.4% | -11.3% | +4.9% | -4.3% |
| 6M | +4.2% | +53.8% | -49.6% | -14.5% |
| YTD | -12.4% | +72.0% | -84.3% | -31.9% |
| 1Y | -11.1% | +68.0% | -79.1% | -30.4% |
| 3Y | +114.9% | +149.5% | -34.6% | +30.5% |
| All | +86.1% | +124.7% | -38.6% | +13.3% |
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