+7.9%
AMT vs EWJ
+73.3%
-65.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -0.2% | +2.9% | -3.0% | -0.4% |
| 30D | +1.8% | +1.1% | +0.8% | +1.8% |
| 3M | -6.2% | +7.1% | -13.3% | -6.9% |
| 6M | -5.0% | +16.2% | -21.2% | -7.0% |
| YTD | +2.1% | +22.0% | -19.9% | -0.8% |
| 1Y | -5.7% | +26.2% | -32.0% | -8.8% |
| 3Y | +7.9% | +73.5% | -65.5% | -7.0% |
| All | +7.9% | +73.3% | -65.4% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling