-11.1%
AXP vs NTR
+29.5%
-40.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.6% | +4.1% | -4.7% | -0.4% |
| 30D | +5.0% | +7.0% | -2.0% | +5.5% |
| 3M | -4.2% | +9.7% | -13.9% | -3.5% |
| 6M | +2.9% | +7.4% | -4.4% | +3.6% |
| YTD | -11.6% | +19.8% | -31.3% | -14.1% |
| 1Y | -11.1% | +25.4% | -36.5% | -15.9% |
| All | -11.1% | +29.5% | -40.6% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling