+89.6%
AXP vs NTRA
+168.2%
-78.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.6% | +13.4% | +1.0% |
| 7D | +0.6% | -25.0% | +25.6% | +4.8% |
| 30D | +5.8% | -21.5% | +27.3% | +9.4% |
| 3M | -6.0% | +17.1% | -23.1% | -9.2% |
| 6M | +0.3% | +44.4% | -44.1% | -6.7% |
| YTD | -12.3% | +35.6% | -47.9% | -18.0% |
| 1Y | -11.2% | +56.5% | -67.8% | -19.0% |
| 3Y | +117.0% | +620.8% | -503.8% | +58.6% |
| All | +89.6% | +168.2% | -78.7% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling