+237.8%
EWY vs AMT
+134.0%
+103.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | -2.8% | -2.4% | -0.5% | -2.3% |
| 30D | -13.1% | +4.2% | -17.3% | -14.2% |
| 3M | -11.6% | +13.4% | -25.0% | -14.7% |
| 6M | -23.4% | +9.4% | -32.7% | -26.3% |
| YTD | +52.0% | +11.7% | +40.4% | +44.8% |
| 1Y | +58.6% | +7.1% | +51.5% | +52.9% |
| 3Y | +163.3% | +15.1% | +148.2% | +140.6% |
| 5Y | +108.7% | -17.9% | +126.5% | +111.8% |
| 10Y | +237.8% | +133.5% | +104.3% | +156.1% |
| All | +237.8% | +134.0% | +103.8% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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