-30.9%
AMT vs EWJ
+50.3%
-81.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +1.5% | +1.0% | +0.5% | +1.1% |
| 30D | +3.7% | +1.0% | +2.7% | +3.4% |
| 3M | -7.2% | +7.2% | -14.4% | -9.8% |
| 6M | -4.2% | +13.9% | -18.0% | -9.2% |
| YTD | +1.9% | +20.8% | -18.9% | -6.0% |
| 1Y | -6.4% | +26.4% | -32.7% | -15.3% |
| 3Y | +7.7% | +71.8% | -64.0% | -20.1% |
| 5Y | -30.9% | +49.9% | -80.8% | -49.7% |
| All | -30.9% | +50.3% | -81.2% | -49.7% |
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