+270.4%
AXP vs NTR
+100.5%
+169.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -2.1% | +8.1% | -10.2% | -5.2% |
| 30D | -6.5% | +18.8% | -25.3% | -12.9% |
| 3M | +4.6% | +16.2% | -11.6% | -2.2% |
| 6M | +5.4% | +9.8% | -4.3% | -0.4% |
| YTD | -11.1% | +30.9% | -42.0% | -22.9% |
| 1Y | -0.3% | +41.8% | -42.1% | -17.1% |
| 3Y | +111.6% | +35.8% | +75.8% | +74.0% |
| 5Y | +117.6% | +51.0% | +66.5% | +45.5% |
| All | +270.4% | +100.5% | +169.9% | +62.2% |
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 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