+17.8%
FXI vs AMC
-97.6%
+115.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | -4.2% | +8.4% | -12.6% | -4.3% |
| 30D | -2.0% | +9.2% | -11.2% | -2.2% |
| 3M | -5.0% | +32.0% | -37.0% | -5.6% |
| 6M | -9.6% | +149.3% | -158.9% | -11.7% |
| YTD | -11.9% | +114.1% | -126.0% | -13.8% |
| 1Y | -16.7% | +35.8% | -52.4% | -17.7% |
| 3Y | +40.6% | -58.3% | +98.9% | +40.1% |
| 5Y | -9.1% | -99.2% | +90.1% | -5.6% |
| 10Y | +18.4% | -98.8% | +117.2% | +32.4% |
| All | +17.8% | -97.6% | +115.3% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 all: compounded portfolio wealth divided by compounded AMC 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…
all analysis · Full analysis span regression · 6 months rolling