+247.2%
AMAT vs EFA
+54.3%
+192.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.1% |
| 7D | -1.5% | +0.6% | -2.1% | -2.5% |
| 30D | -14.8% | +0.9% | -15.7% | -16.0% |
| 3M | -9.3% | +4.9% | -14.1% | -14.6% |
| 6M | +27.4% | +8.6% | +18.8% | +14.0% |
| YTD | +77.6% | +14.6% | +63.0% | +46.5% |
| 1Y | +188.9% | +22.6% | +166.3% | +115.6% |
| 3Y | +202.3% | +66.5% | +135.8% | +40.8% |
| All | +247.2% | +54.3% | +192.9% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 5y: compounded portfolio wealth divided by compounded EFA 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…
5y analysis · Full analysis span regression · 6 months rolling