+464.9%
AXP vs XYZ
+573.1%
-108.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.7% |
| 7D | +0.6% | +2.9% | -2.3% | -0.1% |
| 30D | -4.3% | +1.4% | -5.7% | -4.8% |
| 3M | +4.7% | +14.6% | -9.9% | +1.1% |
| 6M | +9.0% | +20.8% | -11.8% | +3.6% |
| YTD | -11.1% | +23.1% | -34.2% | -16.7% |
| 1Y | +1.3% | +5.6% | -4.4% | -2.1% |
| 3Y | +114.5% | +50.9% | +63.6% | +82.0% |
| 5Y | +118.0% | -68.6% | +186.6% | +141.2% |
| 10Y | +464.9% | +580.0% | -115.1% | +215.9% |
| All | +464.9% | +573.1% | -108.2% | +215.9% |
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