+117.0%
AXP vs NTR
+42.2%
+74.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +0.6% | +3.0% | -2.4% | +0.3% |
| 30D | +5.8% | +2.2% | +3.7% | +5.6% |
| 3M | -6.0% | +7.9% | -13.9% | -6.9% |
| 6M | +0.3% | -1.5% | +1.8% | +0.4% |
| YTD | -12.3% | +18.6% | -30.9% | -15.9% |
| 1Y | -11.2% | +31.7% | -42.9% | -16.8% |
| 3Y | +117.0% | +46.4% | +70.6% | +95.2% |
| All | +117.0% | +42.2% | +74.8% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling