+897.9%
AMD vs EWZ
+352.8%
+545.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +10.7% |
| 7D | -11.0% | -1.5% | -9.6% | -10.2% |
| 30D | -30.5% | -24.5% | -6.0% | -20.6% |
| 3M | -8.2% | -10.7% | +2.5% | -5.1% |
| 6M | +6.6% | -19.1% | +25.6% | +16.7% |
| YTD | +109.7% | +1.6% | +108.1% | +104.3% |
| 1Y | +88.9% | +4.3% | +84.6% | +80.9% |
| 3Y | +301.8% | +19.0% | +282.9% | +254.3% |
| 5Y | +229.4% | +57.7% | +171.7% | +141.2% |
| 10Y | +6,745.1% | +51.3% | +6,693.8% | +4,299.7% |
| All | +897.9% | +352.8% | +545.0% | +171.7% |
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