+5,169.7%
AMD vs EWJ
+156.6%
+5,013.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.3% |
| 7D | +2.6% | +2.5% | +0.1% | +0.3% |
| 30D | -0.9% | +3.3% | -4.2% | -3.8% |
| 3M | -8.7% | +5.0% | -13.7% | -11.1% |
| 6M | +136.3% | +11.5% | +124.8% | +119.6% |
| YTD | +123.0% | +22.4% | +100.6% | +90.5% |
| 1Y | +195.2% | +30.2% | +165.0% | +139.9% |
| 3Y | +336.3% | +72.8% | +263.5% | +183.1% |
| 5Y | +334.5% | +54.1% | +280.3% | +222.2% |
| 10Y | +6,259.1% | +140.6% | +6,118.5% | +3,322.6% |
| All | +5,169.7% | +156.6% | +5,013.1% | +2,169.0% |
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 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