+114.9%
AXP vs ZBRA
+58.5%
+56.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +4.4% | -14.0% | +18.5% | +9.0% |
| 3M | -6.4% | -14.7% | +8.2% | -2.3% |
| 6M | +4.2% | +31.3% | -27.1% | -7.4% |
| YTD | -12.4% | +33.4% | -45.8% | -23.3% |
| 1Y | -11.1% | +34.1% | -45.2% | -22.4% |
| 3Y | +114.9% | +59.9% | +55.0% | +80.7% |
| All | +114.9% | +58.5% | +56.4% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling