+67.0%
EWZ vs AMT
+134.0%
-67.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.6% | -2.4% | +3.0% | +1.5% |
| 30D | -25.5% | +4.2% | -29.7% | -26.8% |
| 3M | -4.5% | +13.4% | -17.9% | -9.5% |
| 6M | -15.3% | +9.4% | -24.7% | -19.1% |
| YTD | +3.1% | +11.7% | -8.6% | -3.2% |
| 1Y | +1.2% | +7.1% | -5.9% | -3.3% |
| 3Y | +19.3% | +15.1% | +4.2% | +6.0% |
| 5Y | +52.3% | -17.9% | +70.1% | +56.3% |
| 10Y | +67.0% | +133.5% | -66.5% | +21.9% |
| All | +67.0% | +134.0% | -67.0% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling