+1,665.8%
AMAT vs EWJ
+137.9%
+1,527.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.5% |
| 7D | +7.0% | +2.9% | +4.1% | +2.6% |
| 30D | -12.2% | +1.1% | -13.3% | -13.6% |
| 3M | -3.8% | +7.1% | -10.9% | -11.4% |
| 6M | +45.9% | +16.2% | +29.7% | +20.8% |
| YTD | +84.6% | +22.0% | +62.6% | +42.6% |
| 1Y | +193.4% | +26.2% | +167.2% | +116.0% |
| 3Y | +228.1% | +73.5% | +154.6% | +48.8% |
| 5Y | +268.9% | +52.7% | +216.2% | +108.2% |
| 10Y | +1,665.8% | +138.5% | +1,527.3% | +469.8% |
| All | +1,665.8% | +137.9% | +1,527.8% | +469.8% |
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