+84.0%
AMD vs EWY
+47.5%
+36.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.1% | +7.0% | +7.8% |
| 7D | -11.0% | -10.4% | -0.7% | -2.1% |
| 30D | -30.5% | -25.4% | -5.1% | -11.9% |
| 3M | -8.2% | -16.5% | +8.3% | +6.3% |
| 6M | +6.6% | -24.7% | +31.3% | +31.1% |
| YTD | +109.7% | +40.9% | +68.7% | +47.4% |
| All | +84.0% | +47.5% | +36.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 1y: compounded portfolio wealth divided by compounded EWY 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…
1y analysis · Full analysis span regression · 6 months rolling