+114.5%
AXP vs NTRS
+88.7%
+25.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.5% | +0.9% | -3.3% | -3.0% |
| 30D | -5.0% | -1.2% | -3.8% | -4.4% |
| 3M | +1.4% | +8.8% | -7.4% | -3.9% |
| 6M | +6.0% | +34.7% | -28.7% | -12.0% |
| YTD | -12.3% | +37.2% | -49.6% | -28.1% |
| 1Y | +0.3% | +46.3% | -46.1% | -21.0% |
| 3Y | +111.7% | +163.2% | -51.6% | +16.1% |
| 5Y | +114.5% | +86.9% | +27.6% | +44.0% |
| All | +114.5% | +88.7% | +25.9% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling