+407.0%
AXP vs NTRA
+2,761.8%
-2,354.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -0.1% | +2.7% | -2.8% | -0.5% |
| 30D | +4.4% | -19.2% | +23.6% | +7.4% |
| 3M | -6.4% | +2.7% | -9.1% | -7.3% |
| 6M | +4.2% | +63.4% | -59.2% | -4.5% |
| YTD | -12.4% | +39.3% | -51.6% | -18.2% |
| 1Y | -11.1% | +59.0% | -70.1% | -18.7% |
| 3Y | +114.9% | +557.4% | -442.5% | +57.5% |
| 5Y | +87.4% | +177.4% | -90.0% | +46.1% |
| All | +407.0% | +2,761.8% | -2,354.8% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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