-91.6%
AMIX vs EWJ
+18.0%
-109.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -5.8% |
| 7D | -25.1% | -1.2% | -23.9% | -23.1% |
| 30D | -54.5% | -5.5% | -49.0% | -48.9% |
| 3M | -91.7% | -0.8% | -91.0% | -91.9% |
| 6M | -79.4% | +7.1% | -86.5% | -80.0% |
| YTD | -86.1% | +16.9% | -102.9% | -85.4% |
| 1Y | -91.6% | +18.2% | -109.8% | -91.0% |
| All | -91.6% | +18.0% | -109.5% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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