+44.5%
FXI vs AMCR
+96.6%
-52.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | -1.0% | -1.8% | +0.9% | -0.6% |
| 30D | -3.2% | -6.0% | +2.8% | -1.9% |
| 3M | +1.7% | +18.9% | -17.2% | -2.4% |
| 6M | -1.6% | +5.7% | -7.2% | -3.3% |
| YTD | -7.9% | +11.1% | -19.0% | -10.8% |
| 1Y | -9.6% | +12.7% | -22.3% | -12.9% |
| 3Y | +40.5% | +9.6% | +30.9% | +35.5% |
| 5Y | -6.2% | -10.3% | +4.1% | -6.1% |
| 10Y | +14.2% | +16.5% | -2.3% | +5.5% |
| All | +44.5% | +96.6% | -52.1% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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