+948.1%
AMD vs EWY
+872.8%
+75.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.1% | +7.0% | +7.9% |
| 7D | -11.0% | -10.4% | -0.7% | -2.4% |
| 30D | -30.5% | -25.4% | -5.1% | -12.0% |
| 3M | -8.2% | -16.5% | +8.3% | +6.0% |
| 6M | +6.6% | -24.7% | +31.3% | +31.6% |
| YTD | +109.7% | +40.9% | +68.7% | +58.3% |
| 1Y | +88.9% | +49.8% | +39.1% | +36.6% |
| 3Y | +301.8% | +134.8% | +167.0% | +110.6% |
| 5Y | +229.4% | +91.4% | +137.9% | +106.2% |
| 10Y | +6,745.1% | +204.3% | +6,540.8% | +2,951.2% |
| All | +948.1% | +872.8% | +75.2% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling