+961.3%
AMD vs EWZ
+436.1%
+525.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +5.1% |
| 7D | +2.6% | +6.5% | -3.9% | -1.0% |
| 30D | -0.9% | +4.8% | -5.8% | -3.7% |
| 3M | -8.7% | +9.9% | -18.6% | -13.1% |
| 6M | +136.3% | +1.9% | +134.4% | +134.6% |
| YTD | +123.0% | +20.3% | +102.7% | +103.5% |
| 1Y | +195.2% | +35.6% | +159.6% | +151.7% |
| 3Y | +336.3% | +43.4% | +292.9% | +256.9% |
| 5Y | +334.5% | +55.9% | +278.5% | +226.5% |
| 10Y | +6,259.1% | +84.2% | +6,175.0% | +3,660.2% |
| All | +961.3% | +436.1% | +525.2% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling