+826.2%
AXP vs EWZ
+352.8%
+473.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | +0.6% | -1.5% | +2.1% | +1.2% |
| 30D | +5.8% | -24.5% | +30.4% | +18.0% |
| 3M | -6.0% | -10.7% | +4.7% | -3.6% |
| 6M | +0.3% | -19.1% | +19.4% | +7.4% |
| YTD | -12.3% | +1.6% | -13.9% | -15.7% |
| 1Y | -11.2% | +4.3% | -15.5% | -16.0% |
| 3Y | +117.0% | +19.0% | +98.1% | +91.1% |
| 5Y | +93.2% | +57.7% | +35.5% | +44.5% |
| 10Y | +461.2% | +51.3% | +409.8% | +285.6% |
| All | +826.2% | +352.8% | +473.4% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling