+148.7%
EWY vs AMCR
-12.3%
+161.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.9% |
| 7D | -0.1% | -6.3% | +6.2% | +2.5% |
| 30D | +7.3% | -7.8% | +15.1% | +10.8% |
| 3M | -5.1% | +7.5% | -12.7% | -9.0% |
| 6M | +42.1% | +2.7% | +39.4% | +38.7% |
| YTD | +94.1% | +6.0% | +88.1% | +86.5% |
| 1Y | +147.8% | +7.8% | +140.0% | +136.0% |
| 3Y | +222.9% | +5.8% | +217.1% | +201.4% |
| All | +148.7% | -12.3% | +161.1% | +149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling