+331.1%
AMD vs EWJ
+72.3%
+258.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.1% |
| 7D | +2.6% | +2.5% | +0.1% | -1.2% |
| 30D | -0.9% | +3.3% | -4.2% | -5.7% |
| 3M | -8.7% | +5.0% | -13.7% | -13.4% |
| 6M | +136.3% | +11.5% | +124.8% | +108.3% |
| YTD | +123.0% | +22.4% | +100.6% | +72.1% |
| 1Y | +195.2% | +30.2% | +165.0% | +110.4% |
| All | +331.1% | +72.3% | +258.8% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling