-6.7%
AXP vs XYZ
+19.9%
-26.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +15.3% | -13.1% | -0.7% |
| 7D | +4.6% | +16.5% | -11.9% | +1.4% |
| 30D | +9.7% | +15.0% | -5.2% | +6.7% |
| 3M | -3.8% | +3.5% | -7.3% | -4.8% |
| 6M | +4.8% | +21.9% | -17.1% | +0.8% |
| YTD | -9.1% | +34.6% | -43.7% | -12.6% |
| 1Y | -6.7% | +20.7% | -27.4% | -8.7% |
| All | -6.7% | +19.9% | -26.6% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling