+117.0%
AXP vs NTRA
+165.5%
-48.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -6.5% | +19.5% | -26.0% | -9.5% |
| 3M | +4.6% | +47.8% | -43.1% | -2.2% |
| 6M | +5.4% | +61.6% | -56.2% | -3.4% |
| YTD | -11.1% | +43.3% | -54.4% | -17.2% |
| 1Y | -0.3% | +97.0% | -97.3% | -11.8% |
| 3Y | +111.6% | +424.9% | -313.3% | +61.2% |
| All | +117.0% | +165.5% | -48.5% | +72.3% |
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