+272,232.7%
AMZN vs EWJ
+166.2%
+272,066.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +2.8% | +4.0% | -1.1% | +0.1% |
| 30D | +5.0% | -4.3% | +9.2% | +8.0% |
| 3M | +0.6% | -6.8% | +7.4% | +5.3% |
| 6M | -1.3% | -0.9% | -0.4% | -1.4% |
| YTD | +15.5% | +14.3% | +1.3% | +3.9% |
| 1Y | +12.2% | +15.3% | -3.1% | +0.3% |
| 3Y | +87.0% | +65.6% | +21.4% | +29.7% |
| 5Y | +51.3% | +47.5% | +3.8% | +15.4% |
| 10Y | +621.7% | +126.2% | +495.5% | +315.9% |
| All | +272,232.7% | +166.2% | +272,066.5% | +122,382.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling