+35.7%
EWZ vs AMCR
+100.2%
-64.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 6M | +1.9% | +1.5% | +0.5% | +0.6% |
| YTD | +20.3% | +13.1% | +7.2% | +13.8% |
| 1Y | +35.6% | +13.0% | +22.6% | +28.1% |
| 3Y | +43.4% | +6.9% | +36.5% | +35.9% |
| 5Y | +55.9% | -10.5% | +66.4% | +55.6% |
| 10Y | +84.2% | +20.9% | +63.3% | +55.9% |
| All | +35.7% | +100.2% | -64.5% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling