+7.4%
AXP vs ZYBT
-60.2%
+67.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.6% |
| 7D | -2.1% | +8.7% | -10.8% | -2.1% |
| 30D | +2.7% | +1.4% | +1.3% | +2.7% |
| 3M | -7.3% | -3.2% | -4.1% | -7.3% |
| 6M | +1.8% | +48.5% | -46.7% | +2.6% |
| YTD | -13.1% | +30.4% | -43.5% | -12.7% |
| 1Y | -13.7% | -30.6% | +16.8% | -12.1% |
| All | +7.4% | -60.2% | +67.6% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling