+6,370.3%
AMD vs EWZ
+42.5%
+6,327.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +10.7% |
| 7D | -11.0% | -1.5% | -9.6% | -10.3% |
| 30D | -30.5% | -24.5% | -6.0% | -22.3% |
| 3M | -8.2% | -10.7% | +2.5% | -5.8% |
| 6M | +6.6% | -19.1% | +25.6% | +14.9% |
| YTD | +109.7% | +1.6% | +108.1% | +105.2% |
| 1Y | +88.9% | +4.3% | +84.6% | +82.3% |
| 3Y | +301.8% | +19.0% | +282.9% | +262.2% |
| 5Y | +229.4% | +57.7% | +171.7% | +157.1% |
| All | +6,370.3% | +42.5% | +6,327.8% | +5,090.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling