+86.1%
AXP vs XYZ
-63.1%
+149.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.1% |
| 7D | -0.1% | -1.1% | +0.9% | +0.1% |
| 30D | +4.4% | +11.5% | -7.1% | +1.5% |
| 3M | -6.4% | +1.8% | -8.2% | -7.2% |
| 6M | +4.2% | +21.2% | -17.1% | -1.2% |
| YTD | -12.4% | +29.9% | -42.3% | -19.2% |
| 1Y | -11.1% | +35.8% | -46.9% | -19.1% |
| 3Y | +114.9% | +62.6% | +52.3% | +78.5% |
| All | +86.1% | -63.1% | +149.2% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling