+101.4%
EWZ vs AG
+445.6%
-344.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | +6.5% | +1.0% | +5.5% | +6.3% |
| 30D | +4.8% | +19.2% | -14.3% | +1.2% |
| 3M | +9.9% | +6.2% | +3.7% | +7.5% |
| 6M | +1.9% | -26.7% | +28.6% | +5.9% |
| YTD | +20.3% | +26.1% | -5.8% | +11.5% |
| 1Y | +35.6% | +131.7% | -96.0% | +10.1% |
| 3Y | +43.4% | +255.3% | -211.9% | +0.3% |
| 5Y | +55.9% | +61.9% | -6.0% | +21.2% |
| 10Y | +84.2% | +72.0% | +12.1% | +19.1% |
| All | +101.4% | +445.6% | -344.2% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling