+221.8%
FXI vs AMT
+1,484.1%
-1,262.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.0% |
| 7D | +1.0% | -0.2% | +1.3% | +1.1% |
| 30D | -0.6% | +4.6% | -5.2% | -2.9% |
| 3M | +1.9% | -8.4% | +10.4% | +5.7% |
| 6M | -0.2% | -6.0% | +5.9% | +1.6% |
| YTD | -5.6% | +2.1% | -7.7% | -8.3% |
| 1Y | -4.7% | -6.4% | +1.7% | -3.7% |
| 3Y | +38.0% | +8.1% | +30.0% | +23.3% |
| 5Y | -2.7% | -31.9% | +29.3% | +7.7% |
| 10Y | +19.9% | +97.1% | -77.2% | -38.5% |
| All | +221.8% | +1,484.1% | -1,262.4% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling