+448.7%
AXP vs Z
-14.9%
+463.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | +0.6% | -4.6% | +5.1% | +1.3% |
| 30D | +5.8% | +8.3% | -2.5% | +3.7% |
| 3M | -6.0% | -11.6% | +5.6% | -4.5% |
| 6M | +0.3% | -33.6% | +33.9% | +7.3% |
| YTD | -12.3% | -56.7% | +44.4% | +1.2% |
| 1Y | -11.2% | -59.1% | +47.9% | +3.4% |
| 3Y | +117.0% | -20.4% | +137.4% | +116.9% |
| 5Y | +93.2% | -55.3% | +148.4% | +104.7% |
| All | +448.7% | -14.9% | +463.6% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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