+465.4%
AXP vs NTRS
+259.9%
+205.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.5% |
| 7D | -0.5% | +1.4% | -1.8% | -1.4% |
| 30D | -5.6% | -0.7% | -5.0% | -5.3% |
| 3M | +2.2% | +11.3% | -9.1% | -5.5% |
| 6M | +6.7% | +35.5% | -28.8% | -14.6% |
| YTD | -11.5% | +40.6% | -52.1% | -31.2% |
| 1Y | -0.4% | +49.2% | -49.6% | -25.8% |
| 3Y | +113.0% | +167.2% | -54.2% | +2.0% |
| 5Y | +117.4% | +94.9% | +22.4% | +26.5% |
| All | +465.4% | +259.9% | +205.4% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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