+413.0%
AXP vs Z
+22.6%
+390.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.2% | +0.4% |
| 7D | +4.6% | +10.2% | -5.6% | +2.7% |
| 30D | +9.7% | +23.7% | -13.9% | +5.1% |
| 3M | -3.8% | -6.6% | +2.8% | -3.2% |
| 6M | +4.8% | -23.0% | +27.8% | +8.9% |
| YTD | -9.1% | -50.3% | +41.2% | +1.7% |
| 1Y | -6.7% | -53.6% | +46.9% | +5.6% |
| 3Y | +125.2% | -10.1% | +135.3% | +120.4% |
| 5Y | +105.0% | -49.8% | +154.7% | +112.3% |
| 10Y | +481.5% | -1.6% | +483.1% | +352.6% |
| All | +413.0% | +22.6% | +390.4% | +292.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling