+4.3%
EWZ vs AMRZ
-14.7%
+19.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | -1.5% | +1.2% | -2.7% | -1.8% |
| 30D | -24.5% | +15.1% | -39.6% | -26.9% |
| 3M | -10.7% | -18.1% | +7.4% | -6.6% |
| 6M | -19.1% | -23.5% | +4.4% | -14.4% |
| YTD | +1.6% | -21.6% | +23.2% | +8.1% |
| 1Y | +4.3% | -14.7% | +19.0% | +14.7% |
| All | +4.3% | -14.7% | +19.0% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling