+1.2%
EWZ vs AR
+11.6%
-10.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +1.0% |
| 7D | +0.6% | +2.1% | -1.5% | +0.8% |
| 30D | -25.5% | +4.5% | -30.0% | -25.4% |
| 3M | -4.5% | +1.0% | -5.5% | -4.6% |
| 6M | -15.3% | +4.4% | -19.7% | -15.1% |
| YTD | +3.1% | +10.9% | -7.8% | +1.8% |
| 1Y | +1.2% | +8.6% | -7.3% | -0.1% |
| All | +1.2% | +11.6% | -10.3% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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