+142.2%
IEFA vs AMT
+103.9%
+38.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -2.4% | -2.7% | +0.3% | -1.7% |
| 30D | -2.1% | +2.0% | -4.1% | -2.7% |
| 3M | +5.5% | -9.3% | +14.8% | +8.0% |
| 6M | +8.1% | -5.2% | +13.4% | +9.0% |
| YTD | +11.9% | +0.5% | +11.5% | +10.7% |
| 1Y | +18.1% | -7.3% | +25.4% | +19.3% |
| 3Y | +65.5% | +6.2% | +59.2% | +56.5% |
| 5Y | +50.1% | -31.2% | +81.2% | +60.9% |
| All | +142.2% | +103.9% | +38.3% | +105.2% |
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