+199.0%
AMD vs EWJ
+41.8%
+157.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | -5.0% | -6.0% | -2.1% |
| 30D | -30.5% | -10.2% | -20.2% | -15.6% |
| 3M | -8.2% | -7.2% | -1.0% | +5.5% |
| 6M | +6.6% | -3.2% | +9.8% | +17.8% |
| YTD | +109.7% | +9.9% | +99.8% | +89.2% |
| 1Y | +88.9% | +11.0% | +77.9% | +68.3% |
| 3Y | +301.8% | +57.3% | +244.5% | +98.4% |
| All | +199.0% | +41.8% | +157.3% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling