+92.3%
EWY vs AMT
-20.7%
+113.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.8% | +4.4% |
| 7D | -10.4% | +0.5% | -10.9% | -10.5% |
| 30D | -25.4% | +13.6% | -39.0% | -26.8% |
| 3M | -16.5% | +11.5% | -28.0% | -17.8% |
| 6M | -24.7% | +6.9% | -31.6% | -26.0% |
| YTD | +40.9% | +10.8% | +30.1% | +37.2% |
| 1Y | +49.8% | +10.3% | +39.5% | +45.9% |
| 3Y | +134.8% | +12.4% | +122.4% | +120.9% |
| All | +92.3% | -20.7% | +113.0% | +96.7% |
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