+275.4%
EWY vs AMC
-98.1%
+373.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +4.5% |
| 7D | +4.8% | +2.3% | +2.5% | +4.8% |
| 30D | +11.7% | -0.7% | +12.4% | +11.7% |
| 3M | -7.4% | +35.2% | -42.6% | -8.2% |
| 6M | +40.6% | +124.6% | -84.0% | +37.7% |
| YTD | +94.3% | +69.9% | +24.4% | +91.2% |
| 1Y | +164.3% | -2.6% | +166.9% | +162.7% |
| 3Y | +221.0% | -79.8% | +300.7% | +223.5% |
| 5Y | +139.1% | -99.4% | +238.5% | +148.9% |
| 10Y | +298.8% | -98.9% | +397.7% | +321.2% |
| All | +275.4% | -98.1% | +373.4% | +236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling