+205.2%
IEFA vs AMT
+259.1%
-53.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | +1.1% | +1.6% | -0.5% | +0.6% |
| 30D | +0.7% | +4.5% | -3.8% | -0.7% |
| 3M | -3.4% | +13.8% | -17.1% | -7.3% |
| 6M | +1.5% | +10.0% | -8.6% | -2.2% |
| YTD | +10.4% | +11.8% | -1.4% | +5.4% |
| 1Y | +13.4% | +10.2% | +3.1% | +8.6% |
| 3Y | +66.7% | +15.1% | +51.5% | +53.4% |
| 5Y | +49.5% | -18.8% | +68.3% | +52.6% |
| 10Y | +145.8% | +133.7% | +12.1% | +64.8% |
| All | +205.2% | +259.1% | -53.9% | +76.8% |
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 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