+145.8%
EWY vs AMT
+13.7%
+132.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.8% | +3.9% |
| 7D | -10.4% | +0.5% | -10.9% | -10.4% |
| 30D | -25.4% | +13.6% | -39.0% | -25.0% |
| 3M | -16.5% | +11.5% | -28.0% | -16.1% |
| 6M | -24.7% | +6.9% | -31.6% | -24.4% |
| YTD | +40.9% | +10.8% | +30.1% | +41.0% |
| 1Y | +49.8% | +10.3% | +39.5% | +49.9% |
| All | +145.8% | +13.7% | +132.1% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling