+2.7%
EWZ vs AG
+24.7%
-22.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.4% | -0.6% |
| 7D | +1.3% | +6.0% | -4.6% | +0.4% |
| 30D | -26.2% | -13.5% | -12.6% | -24.8% |
| 3M | -8.6% | -20.7% | +12.0% | -6.1% |
| 6M | -17.0% | -31.5% | +14.5% | -13.6% |
| YTD | +2.2% | -10.1% | +12.3% | +4.3% |
| 1Y | +2.7% | +26.0% | -23.3% | +1.4% |
| All | +2.7% | +24.7% | -22.1% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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