-0.3%
AXP vs EWZ
+36.3%
-36.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.1% | +6.5% | -8.6% | -4.0% |
| 30D | -6.5% | +4.8% | -11.4% | -7.9% |
| 3M | +4.6% | +9.9% | -5.2% | +1.4% |
| 6M | +5.4% | +1.9% | +3.5% | +4.4% |
| YTD | -11.1% | +20.3% | -31.4% | -16.9% |
| 1Y | -0.3% | +35.6% | -35.9% | -13.7% |
| All | -0.3% | +36.3% | -36.6% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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