+265.5%
AXP vs NTR
+103.7%
+161.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | -2.5% | +0.5% | -3.0% | -2.7% |
| 30D | -5.0% | +21.7% | -26.8% | -12.4% |
| 3M | +1.4% | +22.8% | -21.4% | -7.3% |
| 6M | +6.0% | +8.2% | -2.2% | +0.9% |
| YTD | -12.3% | +32.9% | -45.2% | -24.4% |
| 1Y | +0.3% | +45.3% | -45.1% | -17.5% |
| 3Y | +111.7% | +41.7% | +70.0% | +70.6% |
| 5Y | +114.5% | +49.8% | +64.7% | +45.0% |
| All | +265.5% | +103.7% | +161.8% | +59.0% |
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