+1,425.2%
AMAT vs EWJ
+127.4%
+1,297.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.1% | +3.2% |
| 7D | +7.0% | -1.9% | +8.8% | +11.0% |
| 30D | -20.6% | -5.3% | -15.2% | -12.9% |
| 3M | -24.8% | -4.3% | -20.4% | -18.9% |
| 6M | -10.7% | +0.4% | -11.1% | -8.0% |
| YTD | +54.3% | +14.7% | +39.6% | +31.6% |
| 1Y | +73.7% | +14.7% | +59.0% | +48.3% |
| 3Y | +168.4% | +66.2% | +102.2% | +30.8% |
| 5Y | +167.6% | +50.2% | +117.4% | +55.1% |
| 10Y | +1,425.2% | +127.1% | +1,298.1% | +429.2% |
| All | +1,425.2% | +127.4% | +1,297.8% | +429.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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