+117.0%
AXP vs ZCMD
-100.0%
+217.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.2% |
| 7D | +0.6% | -4.4% | +5.0% | +0.6% |
| 30D | +5.8% | -43.0% | +48.8% | +5.9% |
| 3M | -6.0% | -54.9% | +48.8% | -5.9% |
| 6M | +0.3% | -99.8% | +100.1% | +2.0% |
| YTD | -12.3% | -99.9% | +87.6% | -10.6% |
| 1Y | -11.2% | -99.9% | +88.7% | -9.5% |
| 3Y | +117.0% | -100.0% | +217.0% | +123.1% |
| All | +117.0% | -100.0% | +217.0% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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