+76.4%
AMZN vs EWY
+227.2%
-150.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -1.0% | +6.7% | -7.7% | -2.6% |
| 30D | -9.2% | +17.0% | -26.2% | -13.0% |
| 3M | +3.4% | +3.7% | -0.3% | +0.2% |
| 6M | +18.2% | +42.5% | -24.3% | -1.6% |
| YTD | +9.3% | +96.2% | -86.9% | -24.1% |
| 1Y | +5.9% | +160.4% | -154.4% | -37.1% |
| All | +76.4% | +227.2% | -150.8% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling