+222.9%
EWY vs AMCR
+6.5%
+216.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.8% |
| 7D | -0.1% | -6.3% | +6.2% | +2.3% |
| 30D | +7.3% | -7.8% | +15.1% | +10.4% |
| 3M | -5.1% | +7.5% | -12.7% | -8.8% |
| 6M | +42.1% | +2.7% | +39.4% | +38.2% |
| YTD | +94.1% | +6.0% | +88.1% | +86.9% |
| 1Y | +147.8% | +7.8% | +140.0% | +137.0% |
| 3Y | +222.9% | +5.8% | +217.1% | +201.4% |
| All | +222.9% | +6.5% | +216.5% | +201.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling