+1,311.4%
AMT vs EWJ
+245.9%
+1,065.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -0.2% | +2.5% | -2.7% | -1.6% |
| 30D | +4.6% | +3.3% | +1.4% | +2.7% |
| 3M | -8.4% | +5.0% | -13.4% | -11.7% |
| 6M | -6.0% | +11.5% | -17.6% | -12.8% |
| YTD | +2.1% | +22.4% | -20.3% | -10.3% |
| 1Y | -6.4% | +30.2% | -36.6% | -20.9% |
| 3Y | +8.1% | +72.8% | -64.8% | -24.5% |
| 5Y | -31.9% | +54.1% | -86.1% | -49.4% |
| 10Y | +97.1% | +140.6% | -43.5% | +11.5% |
| All | +1,311.4% | +245.9% | +1,065.5% | +503.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling