+193.5%
AXP vs ZCMD
-100.0%
+293.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -1.1% |
| 7D | -2.1% | -8.0% | +5.9% | -2.0% |
| 30D | -6.5% | -27.9% | +21.3% | -6.3% |
| 3M | +4.6% | -74.6% | +79.2% | +4.6% |
| 6M | +5.4% | -99.5% | +104.9% | +9.6% |
| YTD | -11.1% | -99.7% | +88.6% | -6.5% |
| 1Y | -0.3% | -99.9% | +99.6% | +5.9% |
| 3Y | +111.6% | -100.0% | +211.6% | +135.0% |
| 5Y | +117.6% | -100.0% | +217.6% | +141.9% |
| All | +193.5% | -100.0% | +293.4% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling