+337.5%
AMD vs EWY
+142.9%
+194.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.6% | +0.1% | +0.4% |
| 7D | +2.6% | +4.8% | -2.2% | -1.8% |
| 30D | -0.9% | +11.7% | -12.6% | -11.4% |
| 3M | -8.7% | -7.4% | -1.3% | -4.3% |
| 6M | +136.3% | +40.6% | +95.8% | +58.1% |
| YTD | +123.0% | +94.3% | +28.7% | +1.4% |
| 1Y | +195.2% | +164.3% | +30.9% | -5.5% |
| 3Y | +336.3% | +221.0% | +115.4% | +9.6% |
| All | +337.5% | +142.9% | +194.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling