+140.0%
EWJ vs AMC
-99.0%
+238.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.9% |
| 7D | +1.0% | -6.8% | +7.8% | +1.1% |
| 30D | +1.0% | +1.7% | -0.7% | +0.9% |
| 3M | +7.2% | +26.8% | -19.6% | +6.6% |
| 6M | +13.9% | +117.7% | -103.8% | +12.1% |
| YTD | +20.8% | +57.7% | -36.9% | +19.4% |
| 1Y | +26.4% | -12.5% | +38.8% | +26.0% |
| 3Y | +71.8% | -65.7% | +137.5% | +71.9% |
| 5Y | +49.9% | -99.5% | +149.4% | +55.0% |
| 10Y | +140.0% | -99.0% | +238.9% | +130.5% |
| All | +140.0% | -99.0% | +238.9% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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