-11.2%
AXP vs ZS
-38.2%
+27.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -1.0% |
| 7D | +0.6% | -16.9% | +17.5% | +1.7% |
| 30D | +5.8% | -7.4% | +13.3% | +6.1% |
| 3M | -6.0% | +21.6% | -27.6% | -8.0% |
| 6M | +0.3% | +42.4% | -42.1% | -5.8% |
| YTD | -12.3% | -12.1% | -0.1% | -13.7% |
| 1Y | -11.2% | -37.8% | +26.6% | -9.8% |
| All | -11.2% | -38.2% | +27.0% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling