+35.6%
EWZ vs AMT
-7.7%
+43.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +6.5% | -0.2% | +6.7% | +6.5% |
| 30D | +4.8% | +4.6% | +0.2% | +4.5% |
| 3M | +9.9% | -8.4% | +18.3% | +10.8% |
| 6M | +1.9% | -6.0% | +8.0% | +2.1% |
| YTD | +20.3% | +2.1% | +18.2% | +19.8% |
| 1Y | +35.6% | -6.4% | +42.0% | +36.6% |
| All | +35.6% | -7.7% | +43.3% | +36.6% |
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