+147.8%
EWY vs AMRZ
-24.2%
+172.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -0.1% | -7.5% | +7.5% | +3.2% |
| 30D | +7.3% | -12.4% | +19.7% | +13.4% |
| 3M | -5.1% | -22.4% | +17.2% | +5.5% |
| 6M | +42.1% | -29.5% | +71.6% | +62.2% |
| YTD | +94.1% | -24.1% | +118.3% | +119.0% |
| 1Y | +147.8% | -26.3% | +174.1% | +183.0% |
| All | +147.8% | -24.2% | +172.0% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling