+403.0%
AXP vs XYZ
+578.7%
-175.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.5% | -0.6% |
| 7D | -2.1% | -2.1% | 0.0% | -1.7% |
| 30D | +2.7% | +7.0% | -4.4% | +0.7% |
| 3M | -7.3% | +5.1% | -12.4% | -8.8% |
| 6M | +1.8% | +14.1% | -12.3% | -2.0% |
| YTD | -13.1% | +26.4% | -39.4% | -19.3% |
| 1Y | -13.7% | +25.1% | -38.8% | -19.9% |
| 3Y | +113.1% | +59.7% | +53.4% | +78.5% |
| 5Y | +85.9% | -63.8% | +149.7% | +99.6% |
| All | +403.0% | +578.7% | -175.7% | +166.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling