+117.0%
AXP vs EWZ
+54.7%
+62.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.1% | +6.5% | -8.6% | -4.3% |
| 30D | -6.5% | +4.8% | -11.4% | -8.2% |
| 3M | +4.6% | +9.9% | -5.2% | +1.0% |
| 6M | +5.4% | +1.9% | +3.5% | +4.3% |
| YTD | -11.1% | +20.3% | -31.4% | -17.4% |
| 1Y | -0.3% | +35.6% | -35.9% | -11.6% |
| 3Y | +111.6% | +43.4% | +68.1% | +81.3% |
| All | +117.0% | +54.7% | +62.3% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling