+15.2%
EWZ vs AMCR
+106.6%
-91.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +1.3% | -3.8% | +5.1% | +2.6% |
| 30D | -26.2% | +8.3% | -34.5% | -28.3% |
| 3M | -8.6% | -2.7% | -5.9% | -8.1% |
| 6M | -17.0% | +16.7% | -33.7% | -22.0% |
| YTD | +2.2% | +13.2% | -11.1% | -3.7% |
| 1Y | +2.7% | +13.7% | -11.1% | -3.4% |
| 3Y | +18.2% | +17.4% | +0.7% | +8.0% |
| 5Y | +56.0% | -5.9% | +61.9% | +52.7% |
| 10Y | +60.8% | +22.4% | +38.4% | +34.3% |
| All | +15.2% | +106.6% | -91.4% | -4.4% |
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