+265.7%
AXP vs NTR
+81.7%
+183.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +0.6% | +3.0% | -2.4% | -0.6% |
| 30D | +5.8% | +2.2% | +3.7% | +4.7% |
| 3M | -6.0% | +7.9% | -13.9% | -9.4% |
| 6M | +0.3% | -1.5% | +1.8% | -0.4% |
| YTD | -12.3% | +18.6% | -30.9% | -21.2% |
| 1Y | -11.2% | +31.7% | -42.9% | -24.0% |
| 3Y | +117.0% | +46.4% | +70.6% | +70.1% |
| 5Y | +93.2% | +24.2% | +69.0% | +43.5% |
| All | +265.7% | +81.7% | +183.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling