+26.2%
FXI vs AMC
-98.1%
+124.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +1.4% |
| 7D | +1.0% | +2.3% | -1.3% | +1.0% |
| 30D | -0.6% | -0.7% | +0.2% | -0.6% |
| 3M | +1.9% | +35.2% | -33.3% | +1.0% |
| 6M | -0.2% | +124.6% | -124.7% | -2.2% |
| YTD | -5.6% | +69.9% | -75.5% | -7.1% |
| 1Y | -4.7% | -2.6% | -2.1% | -5.2% |
| 3Y | +38.0% | -79.8% | +117.8% | +39.1% |
| 5Y | -2.7% | -99.4% | +96.7% | +1.6% |
| 10Y | +19.9% | -98.9% | +118.8% | +31.0% |
| All | +26.2% | -98.1% | +124.3% | +20.7% |
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