+56.6%
EWZ vs AMC
-99.3%
+155.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.5% | +11.0% | -1.0% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -26.1% | +4.4% | -30.5% | -26.3% |
| 3M | -12.0% | +15.4% | -27.4% | -12.7% |
| 6M | -19.3% | +93.7% | -113.0% | -22.1% |
| YTD | +0.9% | +97.4% | -96.5% | -3.1% |
| 1Y | +3.4% | +23.2% | -19.8% | +1.0% |
| 3Y | +18.6% | -71.3% | +89.9% | +19.9% |
| 5Y | +56.6% | -99.3% | +155.9% | +80.5% |
| All | +56.6% | -99.3% | +155.8% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling