+263,909.3%
AMZN vs EWJ
+185.2%
+263,724.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.4% |
| 7D | -3.0% | +2.5% | -5.5% | -4.6% |
| 30D | -5.2% | +3.3% | -8.5% | -7.4% |
| 3M | +1.9% | +5.0% | -3.1% | -2.0% |
| 6M | +19.2% | +11.5% | +7.7% | +9.7% |
| YTD | +12.0% | +22.4% | -10.4% | -3.8% |
| 1Y | +9.7% | +30.2% | -20.5% | -9.8% |
| 3Y | +87.2% | +72.8% | +14.3% | +26.3% |
| 5Y | +48.7% | +54.1% | -5.5% | +10.0% |
| 10Y | +569.3% | +140.6% | +428.7% | +270.2% |
| All | +263,909.3% | +185.2% | +263,724.2% | +113,355.5% |
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 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