+229.5%
EWY vs AMT
+136.5%
+93.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | +4.2% | +1.5% | +2.7% | +3.8% |
| 30D | -10.7% | +6.8% | -17.5% | -12.3% |
| 3M | -20.1% | +11.2% | -31.3% | -22.5% |
| 6M | -24.3% | +12.5% | -36.8% | -27.7% |
| YTD | +46.9% | +12.5% | +34.4% | +39.6% |
| 1Y | +55.2% | +10.1% | +45.1% | +48.4% |
| 3Y | +157.0% | +16.0% | +140.9% | +134.2% |
| 5Y | +98.9% | -17.2% | +116.0% | +101.4% |
| All | +229.5% | +136.5% | +93.1% | +149.0% |
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