+9.3%
AXP vs ZYBT
-58.9%
+68.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.8% | +1.2% |
| 7D | -0.5% | -3.7% | +3.3% | -0.5% |
| 30D | -5.6% | 0.0% | -5.6% | -5.6% |
| 3M | +2.2% | +72.2% | -70.0% | +2.8% |
| 6M | +6.7% | +103.1% | -96.4% | +6.3% |
| YTD | -11.5% | +34.8% | -46.3% | -11.2% |
| 1Y | -0.4% | -83.2% | +82.8% | +4.5% |
| All | +9.3% | -58.9% | +68.2% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling