+415.2%
AXP vs XYZ
+663.2%
-248.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | +0.6% | +12.1% | -11.6% | -2.2% |
| 30D | +5.8% | +12.4% | -6.5% | +2.8% |
| 3M | -6.0% | +8.2% | -14.2% | -8.0% |
| 6M | +0.3% | +20.7% | -20.4% | -4.6% |
| YTD | -12.3% | +31.3% | -43.6% | -19.0% |
| 1Y | -11.2% | +20.5% | -31.8% | -16.6% |
| 3Y | +117.0% | +72.6% | +44.4% | +80.4% |
| 5Y | +93.2% | -64.0% | +157.2% | +105.9% |
| 10Y | +461.2% | +601.8% | -140.6% | +216.1% |
| All | +415.2% | +663.2% | -248.0% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling