+565.7%
AMZN vs EWY
+311.4%
+254.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.6% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -3.9% | +7.3% | -11.2% | -7.2% |
| 3M | +6.3% | -5.1% | +11.5% | +5.4% |
| 6M | +20.8% | +42.1% | -21.3% | -6.3% |
| YTD | +11.2% | +94.1% | -82.9% | -28.9% |
| 1Y | +11.7% | +147.8% | -136.2% | -38.1% |
| 3Y | +79.4% | +222.9% | -143.5% | -16.3% |
| 5Y | +48.0% | +150.6% | -102.6% | -21.7% |
| All | +565.7% | +311.4% | +254.2% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling