+179.7%
EWY vs AMRZ
-17.3%
+197.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.8% | +2.2% |
| 7D | +8.0% | -2.0% | +10.0% | +8.8% |
| 30D | +14.3% | -9.8% | +24.2% | +18.8% |
| 3M | +2.3% | -17.2% | +19.5% | +9.9% |
| 6M | +49.9% | -26.9% | +76.8% | +66.6% |
| YTD | +95.3% | -21.5% | +116.8% | +114.8% |
| 1Y | +161.7% | -22.9% | +184.6% | +186.6% |
| All | +179.7% | -17.3% | +197.0% | +203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling