+383.5%
AXP vs NTRA
+1,633.2%
-1,249.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.1% |
| 7D | -0.6% | -19.7% | +19.1% | +2.2% |
| 30D | +5.0% | -22.1% | +27.1% | +8.3% |
| 3M | -4.2% | -2.0% | -2.2% | -4.5% |
| 6M | +2.9% | +60.6% | -57.7% | -4.6% |
| YTD | -11.6% | +36.2% | -47.8% | -16.6% |
| 1Y | -11.1% | +51.0% | -62.1% | -17.4% |
| 3Y | +116.7% | +567.5% | -450.8% | +63.6% |
| 5Y | +89.6% | +191.6% | -102.0% | +50.1% |
| 10Y | +428.4% | +2,914.3% | -2,485.9% | +207.2% |
| All | +383.5% | +1,633.2% | -1,249.7% | +179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling