+440.3%
AXP vs XYZ
+657.6%
-217.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.2% |
| 7D | -1.1% | +14.9% | -16.0% | -4.5% |
| 30D | +5.2% | +14.7% | -9.4% | +1.6% |
| 3M | -4.6% | +12.1% | -16.7% | -7.5% |
| 6M | +3.2% | +18.3% | -15.1% | -1.5% |
| YTD | -11.3% | +36.1% | -47.4% | -19.1% |
| 1Y | -11.0% | +35.3% | -46.3% | -18.8% |
| 3Y | +120.2% | +73.5% | +46.7% | +80.9% |
| 5Y | +91.7% | -61.6% | +153.4% | +103.0% |
| 10Y | +440.3% | +638.0% | -197.7% | +181.8% |
| All | +440.3% | +657.6% | -217.2% | +181.8% |
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