-99.9%
AMIX vs EWJ
+49.4%
-149.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.7% | -7.7% | -7.7% |
| 7D | -10.9% | +3.6% | -14.5% | -14.6% |
| 30D | -55.0% | -6.0% | -49.0% | -52.0% |
| 3M | -82.0% | -6.5% | -75.6% | -80.7% |
| 6M | -80.4% | -0.1% | -80.3% | -80.2% |
| YTD | -88.3% | +13.9% | -102.2% | -88.7% |
| 1Y | -92.4% | +13.1% | -105.5% | -92.7% |
| All | -99.9% | +49.4% | -149.3% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling