+100.6%
AMT vs EWJ
+139.2%
-38.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -2.7% | -1.5% | -1.2% | -2.0% |
| 30D | +2.0% | +0.2% | +1.9% | +1.9% |
| 3M | -9.3% | +8.6% | -17.9% | -13.4% |
| 6M | -5.2% | +12.1% | -17.4% | -11.4% |
| YTD | +0.5% | +20.1% | -19.6% | -9.7% |
| 1Y | -7.3% | +25.2% | -32.5% | -18.7% |
| 3Y | +6.2% | +70.8% | -64.5% | -25.0% |
| 5Y | -31.2% | +49.2% | -80.4% | -47.7% |
| All | +100.6% | +139.2% | -38.6% | +8.0% |
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 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