+464.9%
AXP vs ZBRA
+411.1%
+53.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +1.0% |
| 7D | +0.6% | +2.6% | -2.0% | -0.4% |
| 30D | -4.3% | -6.4% | +2.0% | -2.2% |
| 3M | +4.7% | +51.3% | -46.6% | -12.1% |
| 6M | +9.0% | +60.5% | -51.5% | -11.4% |
| YTD | -11.1% | +45.2% | -56.3% | -25.3% |
| 1Y | +1.3% | +12.3% | -11.1% | -6.8% |
| 3Y | +114.5% | +37.5% | +77.0% | +76.2% |
| 5Y | +118.0% | -39.2% | +157.2% | +135.0% |
| 10Y | +464.9% | +417.0% | +47.9% | +212.2% |
| All | +464.9% | +411.1% | +53.8% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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