+141.9%
EWJ vs AMCR
+14.6%
+127.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.6% |
| 7D | +0.3% | -6.3% | +6.6% | +2.1% |
| 30D | +0.8% | -7.8% | +8.6% | +3.0% |
| 3M | +7.5% | +7.5% | 0.0% | +4.9% |
| 6M | +15.6% | +2.7% | +12.9% | +13.9% |
| YTD | +22.7% | +6.0% | +16.7% | +19.6% |
| 1Y | +26.4% | +7.8% | +18.6% | +22.4% |
| 3Y | +72.5% | +5.8% | +66.7% | +65.7% |
| 5Y | +52.4% | -11.6% | +64.1% | +52.8% |
| All | +141.9% | +14.6% | +127.3% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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