+6,370.3%
AMD vs EWJ
+118.7%
+6,251.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | -5.0% | -6.0% | -3.0% |
| 30D | -30.5% | -10.2% | -20.2% | -17.0% |
| 3M | -8.2% | -7.2% | -1.0% | +4.2% |
| 6M | +6.6% | -3.2% | +9.8% | +17.0% |
| YTD | +109.7% | +9.9% | +99.8% | +91.5% |
| 1Y | +88.9% | +11.0% | +77.9% | +70.6% |
| 3Y | +301.8% | +57.3% | +244.5% | +121.2% |
| 5Y | +229.4% | +41.3% | +188.1% | +115.9% |
| All | +6,370.3% | +118.7% | +6,251.6% | +2,141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling