+6.7%
AMZN vs EWY
+61.5%
-54.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.0% | +6.4% |
| 7D | +4.5% | -8.3% | +12.8% | +5.7% |
| 30D | +5.8% | -20.5% | +26.4% | +8.6% |
| 3M | -4.1% | -11.1% | +7.0% | -2.9% |
| 6M | -2.2% | -7.0% | +4.8% | -4.7% |
| YTD | +15.3% | +56.5% | -41.2% | -5.3% |
| 1Y | +6.7% | +62.4% | -55.7% | -14.2% |
| All | +6.7% | +61.5% | -54.8% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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