+265.2%
AXP vs NTR
+81.1%
+184.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +4.4% | +2.0% | +2.5% | +3.5% |
| 3M | -6.4% | +6.4% | -12.8% | -9.2% |
| 6M | +4.2% | +1.6% | +2.5% | +2.3% |
| YTD | -12.4% | +18.2% | -30.6% | -21.2% |
| 1Y | -11.1% | +23.9% | -35.1% | -21.8% |
| 3Y | +114.9% | +44.7% | +70.2% | +69.5% |
| 5Y | +87.4% | +21.3% | +66.1% | +41.3% |
| All | +265.2% | +81.1% | +184.1% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling