+148.1%
EWY vs AMT
-31.2%
+179.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +8.0% | -0.2% | +8.2% | +8.0% |
| 30D | +14.3% | +1.8% | +12.5% | +14.0% |
| 3M | +2.3% | -6.2% | +8.5% | +3.2% |
| 6M | +49.9% | -5.0% | +54.8% | +50.3% |
| YTD | +95.3% | +2.1% | +93.3% | +92.5% |
| 1Y | +161.7% | -5.7% | +167.5% | +162.3% |
| 3Y | +230.2% | +7.9% | +222.2% | +209.9% |
| 5Y | +148.1% | -32.3% | +180.5% | +155.8% |
| All | +148.1% | -31.2% | +179.3% | +155.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling