+474.6%
AXP vs NTRA
+2,937.9%
-2,463.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.4% |
| 30D | -4.3% | +0.6% | -5.0% | -4.5% |
| 3M | +4.7% | +51.8% | -47.1% | -2.4% |
| 6M | +9.0% | +63.6% | -54.6% | 0.0% |
| YTD | -11.1% | +41.5% | -52.6% | -16.8% |
| 1Y | +1.3% | +93.6% | -92.4% | -9.8% |
| 3Y | +114.5% | +498.0% | -383.6% | +59.2% |
| 5Y | +118.0% | +172.5% | -54.4% | +70.6% |
| All | +474.6% | +2,937.9% | -2,463.2% | +194.8% |
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