+3,288.6%
AXP vs EWJ
+130.5%
+3,158.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.6% | -5.0% | +5.6% | +4.3% |
| 30D | +5.8% | -10.2% | +16.1% | +14.3% |
| 3M | -6.0% | -7.2% | +1.2% | -1.2% |
| 6M | +0.3% | -3.2% | +3.5% | +1.7% |
| YTD | -12.3% | +9.9% | -22.2% | -19.6% |
| 1Y | -11.2% | +11.0% | -22.2% | -19.2% |
| 3Y | +117.0% | +57.3% | +59.7% | +51.7% |
| 5Y | +93.2% | +41.3% | +51.9% | +46.9% |
| 10Y | +461.2% | +117.5% | +343.7% | +227.1% |
| All | +3,288.6% | +130.5% | +3,158.1% | +1,432.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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