+20.1%
FXI vs AMT
+116.9%
-96.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +4.4% | +0.4% | +4.0% | +4.3% |
| 30D | +1.2% | +3.7% | -2.5% | +0.3% |
| 3M | -4.2% | +10.7% | -14.9% | -6.7% |
| 6M | -6.2% | +9.3% | -15.5% | -8.7% |
| YTD | -8.8% | +10.9% | -19.8% | -11.8% |
| 1Y | -11.6% | +10.5% | -22.1% | -14.5% |
| 3Y | +45.1% | +15.5% | +29.6% | +35.7% |
| 5Y | -1.2% | -20.6% | +19.4% | +0.7% |
| 10Y | +20.1% | +124.5% | -104.5% | +0.9% |
| All | +20.1% | +116.9% | -96.8% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling