+126.1%
AMD vs EWZ
-0.3%
+126.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.0% | +7.9% | +6.9% |
| 7D | +44.7% | +0.1% | +44.7% | +44.8% |
| 30D | -3.3% | -25.9% | +22.5% | +9.3% |
| 3M | +21.2% | -6.1% | +27.3% | +10.1% |
| 6M | +30.6% | -16.1% | +46.7% | +32.1% |
| YTD | +173.3% | +1.0% | +172.3% | +155.7% |
| 1Y | +126.1% | 0.0% | +126.1% | +111.3% |
| All | +126.1% | -0.3% | +126.4% | +111.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling