+43.6%
EWZ vs AMC
-98.7%
+142.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.6% |
| 7D | -1.5% | +2.6% | -4.1% | -1.6% |
| 30D | -24.5% | +9.0% | -33.5% | -24.7% |
| 3M | -10.7% | +22.2% | -32.9% | -11.3% |
| 6M | -19.1% | +91.5% | -110.6% | -21.1% |
| YTD | +1.6% | +101.3% | -99.7% | -1.3% |
| 1Y | +4.3% | +20.8% | -16.5% | +2.7% |
| 3Y | +19.0% | -71.3% | +90.3% | +19.7% |
| 5Y | +57.7% | -99.2% | +156.9% | +68.3% |
| All | +43.6% | -98.7% | +142.3% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling