+22.9%
FXI vs AMC
-97.7%
+120.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +5.7% | +2.6% | +3.0% | +5.6% |
| 30D | +4.6% | +9.0% | -4.4% | +4.4% |
| 3M | -2.8% | +22.2% | -25.0% | -3.3% |
| 6M | -6.1% | +91.5% | -97.5% | -7.7% |
| YTD | -8.0% | +101.3% | -109.3% | -9.9% |
| 1Y | -11.3% | +20.8% | -32.1% | -12.3% |
| 3Y | +42.6% | -71.3% | +114.0% | +43.1% |
| 5Y | -0.1% | -99.2% | +99.2% | +3.9% |
| 10Y | +22.7% | -98.7% | +121.4% | +34.3% |
| All | +22.9% | -97.7% | +120.6% | +17.1% |
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