+161.0%
EWJ vs AMC
-98.1%
+259.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.3% |
| 7D | +2.5% | +2.3% | +0.2% | +2.5% |
| 30D | +3.3% | -0.7% | +4.0% | +3.3% |
| 3M | +5.0% | +35.2% | -30.2% | +4.2% |
| 6M | +11.5% | +124.6% | -113.0% | +9.5% |
| YTD | +22.4% | +69.9% | -47.5% | +20.7% |
| 1Y | +30.2% | -2.6% | +32.8% | +29.5% |
| 3Y | +72.8% | -79.8% | +152.6% | +74.1% |
| 5Y | +54.1% | -99.4% | +153.5% | +60.3% |
| 10Y | +140.6% | -98.9% | +239.5% | +147.4% |
| All | +161.0% | -98.1% | +259.1% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling