+19.0%
EWZ vs AMT
+10.5%
+8.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.1% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | -24.5% | +13.6% | -38.1% | -25.8% |
| 3M | -10.7% | +11.5% | -22.2% | -12.1% |
| 6M | -19.1% | +6.9% | -26.0% | -20.0% |
| YTD | +1.6% | +10.8% | -9.2% | -0.4% |
| 1Y | +4.3% | +10.3% | -6.0% | +2.3% |
| 3Y | +19.0% | +12.4% | +6.6% | +9.1% |
| All | +19.0% | +10.5% | +8.5% | +9.1% |
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