+3,790.1%
AXP vs NTAP
+23,420.6%
-19,630.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | -6.5% | -0.5% | -6.0% | -6.6% |
| 3M | +4.6% | +4.1% | +0.6% | +3.2% |
| 6M | +5.4% | +88.0% | -82.5% | -9.1% |
| YTD | -11.1% | +75.6% | -86.7% | -22.4% |
| 1Y | -0.3% | +58.9% | -59.2% | -11.2% |
| 3Y | +111.6% | +153.6% | -42.0% | +68.6% |
| 5Y | +117.6% | +127.6% | -10.1% | +76.8% |
| 10Y | +474.1% | +580.4% | -106.3% | +268.6% |
| All | +3,790.1% | +23,420.6% | -19,630.5% | +1,189.5% |
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