+247.3%
EWJ vs AMCR
+96.6%
+150.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.5% | -5.0% | +3.5% | -0.4% |
| 30D | +0.2% | -8.0% | +8.1% | +1.9% |
| 3M | +8.6% | +14.3% | -5.7% | +5.3% |
| 6M | +12.1% | +5.3% | +6.8% | +10.4% |
| YTD | +20.1% | +7.7% | +12.4% | +17.4% |
| 1Y | +25.2% | +10.8% | +14.3% | +21.6% |
| 3Y | +70.8% | +9.6% | +61.2% | +65.0% |
| 5Y | +49.2% | -10.2% | +59.4% | +49.1% |
| 10Y | +138.6% | +16.5% | +122.1% | +120.3% |
| All | +247.3% | +96.6% | +150.7% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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