+140.1%
AMT vs EWJ
+125.7%
+14.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -2.2% | +3.6% | -5.8% | -3.8% |
| 30D | +5.8% | -6.0% | +11.8% | +8.6% |
| 3M | +12.6% | -6.5% | +19.0% | +15.8% |
| 6M | +8.3% | -0.1% | +8.4% | +7.1% |
| YTD | +11.4% | +13.9% | -2.5% | +2.4% |
| 1Y | +7.7% | +13.1% | -5.4% | -0.6% |
| 3Y | +14.8% | +65.0% | -50.2% | -18.1% |
| 5Y | -18.0% | +47.0% | -64.9% | -37.7% |
| All | +140.1% | +125.7% | +14.4% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling