+48.5%
AMZN vs EWZ
+59.6%
-11.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | -0.7% | +0.9% | -1.5% | -1.0% |
| 30D | -3.9% | +12.8% | -16.7% | -7.8% |
| 3M | +6.3% | +10.8% | -4.4% | +2.5% |
| 6M | +20.8% | +2.5% | +18.2% | +19.4% |
| YTD | +11.2% | +21.4% | -10.1% | +3.8% |
| 1Y | +11.7% | +32.8% | -21.1% | +0.9% |
| 3Y | +79.4% | +45.2% | +34.2% | +55.1% |
| All | +48.5% | +59.6% | -11.1% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 5y: compounded portfolio wealth divided by compounded EWZ 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…
5y analysis · Full analysis span regression · 6 months rolling