+86.1%
AXP vs ZCMD
-100.0%
+186.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.8% |
| 7D | -0.1% | -7.7% | +7.6% | -0.1% |
| 30D | +4.4% | -34.8% | +39.2% | +4.6% |
| 3M | -6.4% | -56.3% | +49.9% | -6.2% |
| 6M | +4.2% | -99.7% | +103.8% | +6.8% |
| YTD | -12.4% | -99.9% | +87.5% | -9.5% |
| 1Y | -11.1% | -99.9% | +88.8% | -7.9% |
| 3Y | +114.9% | -100.0% | +214.9% | +128.7% |
| All | +86.1% | -100.0% | +186.1% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling