-6.7%
AXP vs EWZ
+7.8%
-14.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +2.0% |
| 7D | +4.6% | -4.1% | +8.7% | +5.1% |
| 30D | +9.7% | -25.0% | +34.7% | +13.5% |
| 3M | -3.8% | -10.6% | +6.9% | -5.0% |
| 6M | +4.8% | -16.6% | +21.4% | +5.3% |
| YTD | -9.1% | +2.5% | -11.6% | -13.8% |
| 1Y | -6.7% | +8.1% | -14.8% | -15.2% |
| All | -6.7% | +7.8% | -14.5% | -15.2% |
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