+428.4%
AXP vs Z
-19.5%
+447.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.8% |
| 7D | -0.6% | -6.5% | +5.8% | +0.5% |
| 30D | +5.0% | -0.1% | +5.1% | +4.5% |
| 3M | -4.2% | -14.1% | +9.9% | -2.2% |
| 6M | +2.9% | -30.1% | +33.0% | +9.0% |
| YTD | -11.6% | -57.5% | +45.9% | +2.3% |
| 1Y | -11.1% | -60.3% | +49.2% | +4.1% |
| 3Y | +116.7% | -21.0% | +137.8% | +116.9% |
| 5Y | +89.6% | -54.9% | +144.5% | +100.7% |
| 10Y | +428.4% | -16.0% | +444.4% | +309.9% |
| All | +428.4% | -19.5% | +447.9% | +309.9% |
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