+35.7%
EWZ vs AMCR
+106.4%
-70.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +6.5% | -1.9% | +8.4% | +7.2% |
| 30D | +4.8% | -4.1% | +8.9% | +6.3% |
| 3M | +9.9% | +21.7% | -11.8% | +2.2% |
| 6M | +1.9% | +1.5% | +0.5% | +0.6% |
| YTD | +20.3% | +13.1% | +7.2% | +13.8% |
| 1Y | +35.6% | +16.5% | +19.1% | +26.7% |
| 3Y | +43.4% | +10.3% | +33.2% | +34.5% |
| 5Y | +55.9% | -7.7% | +63.6% | +54.0% |
| 10Y | +84.2% | +24.6% | +59.5% | +54.3% |
| All | +35.7% | +106.4% | -70.8% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling