+55.0%
EWZ vs AMT
-31.6%
+86.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +6.5% | -0.2% | +6.7% | +6.5% |
| 30D | +4.8% | +4.6% | +0.2% | +3.8% |
| 3M | +9.9% | -8.4% | +18.3% | +11.7% |
| 6M | +1.9% | -6.0% | +8.0% | +2.9% |
| YTD | +20.3% | +2.1% | +18.2% | +18.9% |
| 1Y | +35.6% | -6.4% | +42.0% | +36.6% |
| 3Y | +43.4% | +8.1% | +35.4% | +36.3% |
| All | +55.0% | -31.6% | +86.6% | +59.9% |
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 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