+4,854.9%
AMD vs EWJ
+130.5%
+4,724.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | -5.0% | -6.0% | -6.1% |
| 30D | -30.5% | -10.2% | -20.2% | -22.4% |
| 3M | -8.2% | -7.2% | -1.0% | -0.5% |
| 6M | +6.6% | -3.2% | +9.8% | +13.5% |
| YTD | +109.7% | +9.9% | +99.8% | +100.0% |
| 1Y | +88.9% | +11.0% | +77.9% | +79.1% |
| 3Y | +301.8% | +57.3% | +244.5% | +187.4% |
| 5Y | +229.4% | +41.3% | +188.1% | +168.3% |
| 10Y | +6,745.1% | +117.5% | +6,627.6% | +3,991.1% |
| All | +4,854.9% | +130.5% | +4,724.4% | +2,282.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling