+12,029.5%
AMZN vs EWZ
+436.1%
+11,593.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | -3.0% | +6.5% | -9.5% | -5.4% |
| 30D | -5.2% | +4.8% | -10.0% | -7.0% |
| 3M | +1.9% | +9.9% | -8.0% | -2.0% |
| 6M | +19.2% | +1.9% | +17.3% | +17.9% |
| YTD | +12.0% | +20.3% | -8.3% | +3.6% |
| 1Y | +9.7% | +35.6% | -25.9% | -3.3% |
| 3Y | +87.2% | +43.4% | +43.7% | +59.3% |
| 5Y | +48.7% | +55.9% | -7.3% | +18.9% |
| 10Y | +569.3% | +84.2% | +485.2% | +334.6% |
| All | +12,029.5% | +436.1% | +11,593.4% | +4,000.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling