+216.5%
EWY vs AMT
+125.6%
+91.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -10.2% | +1.6% | -11.9% | -10.7% |
| 30D | -21.5% | +4.5% | -25.9% | -22.5% |
| 3M | -14.7% | +13.8% | -28.5% | -17.7% |
| 6M | -26.8% | +10.0% | -36.9% | -29.8% |
| YTD | +43.2% | +11.8% | +31.4% | +36.3% |
| 1Y | +48.7% | +10.2% | +38.5% | +42.1% |
| 3Y | +147.9% | +15.1% | +132.8% | +126.5% |
| 5Y | +98.8% | -18.8% | +117.7% | +102.7% |
| 10Y | +216.5% | +133.7% | +82.8% | +139.8% |
| All | +216.5% | +125.6% | +91.0% | +139.8% |
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