+9,461.7%
AMZN vs EWY
+1,248.5%
+8,213.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.9% |
| 7D | +0.8% | +8.0% | -7.2% | -2.9% |
| 30D | -6.4% | +14.3% | -20.7% | -12.9% |
| 3M | +4.8% | +2.3% | +2.5% | -0.8% |
| 6M | +20.5% | +49.9% | -29.3% | -9.6% |
| YTD | +11.3% | +95.3% | -84.0% | -28.3% |
| 1Y | +9.0% | +161.7% | -152.8% | -40.0% |
| 3Y | +85.9% | +230.2% | -144.3% | -10.6% |
| 5Y | +45.8% | +148.1% | -102.4% | -18.7% |
| 10Y | +555.5% | +293.2% | +262.3% | +177.3% |
| All | +9,461.7% | +1,248.5% | +8,213.2% | +1,353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling