+160.4%
AMAT vs EWJ
+65.9%
+94.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -2.6% |
| 7D | +19.3% | +3.6% | +15.7% | +14.0% |
| 30D | -17.9% | -6.0% | -11.9% | -9.6% |
| 3M | -30.4% | -6.5% | -24.0% | -23.0% |
| 6M | -11.4% | -0.1% | -11.3% | -8.2% |
| YTD | +48.8% | +13.9% | +34.9% | +32.6% |
| 1Y | +66.0% | +13.1% | +52.9% | +49.3% |
| All | +160.4% | +65.9% | +94.5% | +57.8% |
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 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