+50.3%
EWZ vs AMC
-98.6%
+148.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.3% | +1.7% |
| 7D | +1.4% | +6.6% | -5.2% | +1.2% |
| 30D | -25.1% | +14.1% | -39.2% | -25.4% |
| 3M | -7.7% | +31.3% | -39.0% | -8.6% |
| 6M | -15.8% | +126.7% | -142.5% | -18.3% |
| YTD | +3.6% | +117.9% | -114.3% | +0.4% |
| 1Y | +5.5% | +41.1% | -35.6% | +3.4% |
| 3Y | +22.1% | -61.0% | +83.1% | +21.9% |
| 5Y | +58.3% | -99.1% | +157.5% | +68.5% |
| 10Y | +50.3% | -98.7% | +149.0% | +27.6% |
| All | +50.3% | -98.6% | +148.9% | +27.6% |
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