+113.2%
AXP vs ZCMD
-100.0%
+213.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.1% | -1.6% |
| 7D | -2.1% | -2.9% | +0.8% | -2.1% |
| 30D | +2.7% | -28.5% | +31.1% | +2.7% |
| 3M | -7.3% | -56.5% | +49.3% | -7.1% |
| 6M | +1.8% | -99.7% | +101.4% | +3.3% |
| YTD | -13.1% | -99.9% | +86.8% | -11.5% |
| 1Y | -13.7% | -99.9% | +86.2% | -12.0% |
| All | +113.2% | -100.0% | +213.2% | +119.8% |
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