+142.7%
AMAT vs EWJ
+56.7%
+86.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -14.7% | -5.0% | -9.7% | -8.0% |
| 30D | -36.1% | -10.2% | -25.9% | -25.3% |
| 3M | -36.9% | -7.2% | -29.6% | -29.5% |
| 6M | -22.2% | -3.2% | -19.0% | -15.9% |
| YTD | +29.9% | +9.9% | +20.0% | +21.4% |
| 1Y | +43.3% | +11.0% | +32.3% | +32.4% |
| 3Y | +142.7% | +57.3% | +85.3% | +59.1% |
| All | +142.7% | +56.7% | +86.0% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling