+3,787.9%
AXP vs NTAP
+21,414.7%
-17,626.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.7% | +7.5% | -0.3% |
| 7D | +0.4% | -22.5% | +22.8% | +5.5% |
| 30D | +7.0% | -25.7% | +32.7% | +13.3% |
| 3M | -6.6% | -9.0% | +2.4% | -5.6% |
| 6M | +3.5% | +49.2% | -45.7% | -6.9% |
| YTD | -11.2% | +60.6% | -71.8% | -21.6% |
| 1Y | -10.2% | +48.7% | -58.8% | -19.4% |
| 3Y | +120.0% | +135.6% | -15.5% | +76.8% |
| 5Y | +95.6% | +107.8% | -12.2% | +60.8% |
| 10Y | +468.1% | +609.4% | -141.3% | +260.3% |
| All | +3,787.9% | +21,414.7% | -17,626.8% | +1,203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling