+160.4%
EWY vs AMT
-6.0%
+166.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.4% |
| 7D | +6.7% | +1.5% | +5.2% | +7.2% |
| 30D | +17.0% | +3.7% | +13.2% | +18.6% |
| 3M | +3.7% | -7.2% | +10.8% | +4.6% |
| 6M | +42.5% | -4.2% | +46.7% | +43.8% |
| YTD | +96.2% | +1.9% | +94.4% | +99.4% |
| 1Y | +160.4% | -6.4% | +166.7% | +163.9% |
| All | +160.4% | -6.0% | +166.4% | +163.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling