+6,516.0%
AXP vs NTRS
+7,343.1%
-827.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -0.1% | +3.2% | -3.3% | -2.1% |
| 30D | +4.4% | +9.6% | -5.1% | -1.6% |
| 3M | -6.4% | -6.0% | -0.4% | -2.9% |
| 6M | +4.2% | +10.4% | -6.2% | -2.9% |
| YTD | -12.4% | +32.5% | -44.8% | -27.8% |
| 1Y | -11.1% | +41.2% | -52.3% | -29.6% |
| 3Y | +114.9% | +173.4% | -58.5% | +9.2% |
| 5Y | +87.4% | +65.0% | +22.5% | +27.5% |
| 10Y | +420.8% | +192.3% | +228.5% | +141.3% |
| All | +6,516.0% | +7,343.1% | -827.0% | +545.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling