+92.6%
EWZ vs AMCR
+16.8%
+75.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.2% |
| 7D | -0.1% | -6.3% | +6.2% | +2.8% |
| 30D | +8.2% | -7.1% | +15.3% | +11.6% |
| 3M | +13.3% | +12.7% | +0.6% | +6.7% |
| 6M | +3.6% | +5.2% | -1.6% | +0.1% |
| YTD | +21.0% | +8.1% | +12.9% | +14.6% |
| 1Y | +34.7% | +11.7% | +22.9% | +25.3% |
| 3Y | +48.3% | +9.9% | +38.4% | +35.1% |
| 5Y | +60.1% | -8.7% | +68.7% | +56.9% |
| 10Y | +92.6% | +16.8% | +75.7% | +51.5% |
| All | +92.6% | +16.8% | +75.7% | +51.5% |
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