+155.0%
EWY vs AMC
-58.4%
+213.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.3% | -4.6% | +3.1% |
| 7D | -6.3% | +6.6% | -12.9% | -6.6% |
| 30D | -19.8% | +14.1% | -33.9% | -20.5% |
| 3M | -14.4% | +31.3% | -45.7% | -16.1% |
| 6M | -25.3% | +126.7% | -152.0% | -29.5% |
| YTD | +46.2% | +117.9% | -71.8% | +37.6% |
| 1Y | +58.3% | +41.1% | +17.2% | +51.0% |
| 3Y | +155.0% | -61.0% | +215.9% | +150.0% |
| All | +155.0% | -58.4% | +213.4% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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