+67.0%
EWZ vs AMCR
+20.2%
+46.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.7% |
| 7D | +0.6% | -8.5% | +9.1% | +4.4% |
| 30D | -25.5% | +6.8% | -32.3% | -27.9% |
| 3M | -4.5% | -5.0% | +0.5% | -2.9% |
| 6M | -15.3% | +13.9% | -29.2% | -21.0% |
| YTD | +3.1% | +11.2% | -8.1% | -3.9% |
| 1Y | +1.2% | +11.3% | -10.1% | -5.8% |
| 3Y | +19.3% | +15.4% | +3.9% | +5.9% |
| 5Y | +52.3% | -7.7% | +60.0% | +48.3% |
| 10Y | +67.0% | +20.2% | +46.8% | +29.2% |
| All | +67.0% | +20.2% | +46.8% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling