+60.1%
EWZ vs AMCR
-12.9%
+73.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.5% |
| 7D | -0.1% | -6.3% | +6.2% | +2.0% |
| 30D | +8.2% | -7.1% | +15.3% | +10.7% |
| 3M | +13.3% | +12.7% | +0.6% | +8.3% |
| 6M | +3.6% | +5.2% | -1.6% | +0.9% |
| YTD | +21.0% | +8.1% | +12.9% | +16.1% |
| 1Y | +34.7% | +10.0% | +24.6% | +28.1% |
| 3Y | +48.3% | +6.6% | +41.7% | +39.2% |
| 5Y | +60.1% | -11.4% | +71.5% | +61.7% |
| All | +60.1% | -12.9% | +73.0% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling