+143.0%
EWJ vs AMC
-97.5%
+240.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.3% | -4.6% | +3.5% |
| 7D | -1.5% | +6.6% | -8.0% | -1.6% |
| 30D | -6.5% | +14.1% | -20.6% | -6.8% |
| 3M | -5.6% | +31.3% | -36.9% | -6.1% |
| 6M | -0.3% | +126.7% | -126.9% | -2.1% |
| YTD | +13.9% | +117.9% | -104.0% | +11.7% |
| 1Y | +14.6% | +41.1% | -26.5% | +13.2% |
| 3Y | +66.6% | -61.0% | +127.6% | +66.4% |
| 5Y | +47.7% | -99.1% | +146.8% | +52.7% |
| 10Y | +126.0% | -98.7% | +224.7% | +135.4% |
| All | +143.0% | -97.5% | +240.5% | +122.6% |
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