+19.2%
FXI vs AMT
+134.2%
-115.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -4.2% | -2.2% | -2.0% | -3.7% |
| 30D | -2.0% | +5.8% | -7.8% | -3.4% |
| 3M | -5.0% | +12.6% | -17.5% | -7.8% |
| 6M | -9.6% | +8.3% | -17.9% | -11.8% |
| YTD | -11.9% | +11.4% | -23.3% | -14.9% |
| 1Y | -16.7% | +7.7% | -24.4% | -18.9% |
| 3Y | +40.6% | +14.8% | +25.8% | +31.8% |
| 5Y | -9.1% | -18.0% | +8.9% | -8.1% |
| All | +19.2% | +134.2% | -115.0% | +0.8% |
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