-16.6%
EWZ vs AMC
+141.1%
-157.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.3% | -5.7% | +1.2% |
| 7D | -4.1% | +17.7% | -21.8% | -4.9% |
| 30D | -25.0% | +26.2% | -51.1% | -25.9% |
| 3M | -10.6% | +31.3% | -42.0% | -12.2% |
| 6M | -16.6% | +142.8% | -159.4% | -24.7% |
| All | -16.6% | +141.1% | -157.7% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling