+111.1%
AXP vs EWZ
+45.5%
+65.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -2.1% | +6.5% | -8.6% | -4.6% |
| 30D | -6.5% | +4.8% | -11.4% | -8.4% |
| 3M | +4.6% | +9.9% | -5.2% | +0.5% |
| 6M | +5.4% | +1.9% | +3.5% | +4.1% |
| YTD | -11.1% | +20.3% | -31.4% | -18.6% |
| 1Y | -0.3% | +35.6% | -35.9% | -13.9% |
| All | +111.1% | +45.5% | +65.6% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling