-6.7%
AXP vs ZYBT
-42.3%
+35.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | -0.1% | +2.2% |
| 7D | +4.6% | -3.5% | +8.1% | +4.6% |
| 30D | +9.7% | +15.1% | -5.4% | +9.8% |
| 3M | -3.8% | +7.0% | -10.8% | -3.7% |
| 6M | +4.8% | +37.7% | -32.9% | +6.3% |
| YTD | -9.1% | +19.1% | -28.2% | -7.4% |
| 1Y | -6.7% | -38.3% | +31.6% | -2.5% |
| All | -6.7% | -42.3% | +35.6% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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