-11.1%
AXP vs XYZ
+28.4%
-39.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.4% |
| 7D | -0.6% | +12.6% | -13.2% | -3.1% |
| 30D | +5.0% | +10.8% | -5.8% | +2.6% |
| 3M | -4.2% | +8.4% | -12.6% | -6.1% |
| 6M | +2.9% | +14.3% | -11.4% | -0.2% |
| YTD | -11.6% | +31.5% | -43.1% | -14.5% |
| 1Y | -11.1% | +28.1% | -39.2% | -13.7% |
| All | -11.1% | +28.4% | -39.5% | -13.7% |
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