+65.7%
AMGN vs EWJ
+18.0%
+47.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +3.4% |
| 7D | +5.9% | -1.2% | +7.1% | +6.1% |
| 30D | +18.7% | -5.5% | +24.2% | +20.2% |
| 3M | +23.4% | -0.8% | +24.2% | +23.4% |
| 6M | +49.7% | +7.1% | +42.6% | +44.9% |
| YTD | +49.2% | +16.9% | +32.3% | +41.9% |
| 1Y | +65.7% | +18.2% | +47.5% | +57.5% |
| All | +65.7% | +18.0% | +47.8% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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