+4.3%
EWZ vs AMC
+24.6%
-20.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -24.9% |
| 3M | -10.7% | +22.2% | -32.9% | -11.8% |
| 6M | -19.1% | +91.5% | -110.6% | -23.3% |
| YTD | +1.6% | +101.3% | -99.7% | -5.0% |
| 1Y | +4.3% | +20.8% | -16.5% | +4.8% |
| All | +4.3% | +24.6% | -20.3% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling