+424.9%
AXP vs ZBRA
+381.8%
+43.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.8% |
| 7D | -2.9% | -1.5% | -1.3% | -2.3% |
| 30D | +3.7% | -15.6% | +19.4% | +9.9% |
| 3M | -4.9% | -14.5% | +9.6% | +0.1% |
| 6M | +4.1% | +50.9% | -46.9% | -13.7% |
| YTD | -11.7% | +34.8% | -46.5% | -24.1% |
| 1Y | -11.7% | +28.3% | -40.1% | -22.7% |
| 3Y | +116.5% | +58.8% | +57.7% | +67.9% |
| 5Y | +89.5% | -44.0% | +133.5% | +110.4% |
| 10Y | +424.9% | +389.6% | +35.3% | +214.6% |
| All | +424.9% | +381.8% | +43.1% | +214.6% |
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