+308.8%
EWY vs AMT
+96.3%
+212.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +6.7% | +1.5% | +5.2% | +6.2% |
| 30D | +17.0% | +3.7% | +13.2% | +15.8% |
| 3M | +3.7% | -7.2% | +10.8% | +5.0% |
| 6M | +42.5% | -4.2% | +46.7% | +42.4% |
| YTD | +96.2% | +1.9% | +94.4% | +91.8% |
| 1Y | +160.4% | -6.4% | +166.7% | +160.7% |
| 3Y | +231.7% | +7.7% | +223.9% | +206.8% |
| 5Y | +153.3% | -30.9% | +184.2% | +172.4% |
| 10Y | +308.8% | +105.4% | +203.5% | +199.4% |
| All | +308.8% | +96.3% | +212.6% | +199.4% |
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