+29.3%
EWZ vs AMC
-97.4%
+126.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.3% | -5.7% | +1.4% |
| 7D | -4.1% | +17.7% | -21.8% | -4.6% |
| 30D | -25.0% | +26.2% | -51.1% | -25.5% |
| 3M | -10.6% | +31.3% | -42.0% | -11.5% |
| 6M | -16.6% | +142.8% | -159.4% | -19.5% |
| YTD | +2.5% | +125.6% | -123.2% | -1.1% |
| 1Y | +8.1% | +40.2% | -32.2% | +5.8% |
| 3Y | +20.4% | -67.2% | +87.6% | +20.8% |
| 5Y | +62.7% | -99.1% | +161.8% | +74.5% |
| 10Y | +52.6% | -98.5% | +151.2% | +47.2% |
| All | +29.3% | -97.4% | +126.8% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling