+95.6%
AXP vs Z
-54.8%
+150.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.6% | +8.4% | 0.0% |
| 7D | +0.4% | -2.3% | +2.6% | +0.7% |
| 30D | +7.0% | +9.4% | -2.3% | +4.5% |
| 3M | -6.6% | -16.1% | +9.5% | -3.9% |
| 6M | +3.5% | -30.4% | +33.9% | +10.4% |
| YTD | -11.2% | -55.6% | +44.4% | +3.6% |
| 1Y | -10.2% | -58.5% | +48.4% | +6.1% |
| 3Y | +120.0% | -19.6% | +139.7% | +120.3% |
| 5Y | +95.6% | -54.1% | +149.7% | +105.0% |
| All | +95.6% | -54.8% | +150.4% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling