+138.5%
EWJ vs AMC
-98.9%
+237.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.3% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | +1.1% | -1.2% | +2.3% | +1.1% |
| 3M | +7.1% | +42.2% | -35.1% | +6.3% |
| 6M | +16.2% | +118.8% | -102.6% | +14.4% |
| YTD | +22.0% | +64.1% | -42.1% | +20.5% |
| 1Y | +26.2% | -9.5% | +35.7% | +25.7% |
| 3Y | +73.5% | -64.3% | +137.8% | +73.4% |
| 5Y | +52.7% | -99.5% | +152.2% | +57.8% |
| 10Y | +138.5% | -98.9% | +237.4% | +129.2% |
| All | +138.5% | -98.9% | +237.4% | +129.2% |
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