+357.3%
AMD vs EWY
+158.1%
+199.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.8% | -7.0% | -7.2% |
| 7D | +18.9% | +4.2% | +14.7% | +15.0% |
| 30D | -6.4% | -10.7% | +4.2% | +4.8% |
| 3M | +10.6% | -20.1% | +30.6% | +35.0% |
| 6M | +19.9% | -24.3% | +44.2% | +49.7% |
| YTD | +149.4% | +46.9% | +102.5% | +56.6% |
| 1Y | +115.4% | +55.2% | +60.2% | +27.2% |
| 3Y | +357.3% | +157.0% | +200.3% | +55.0% |
| All | +357.3% | +158.1% | +199.2% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling