+147.1%
AMAT vs EWJ
+47.4%
+99.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -3.2% |
| 7D | +11.4% | +4.0% | +7.4% | +5.7% |
| 30D | -17.0% | -4.3% | -12.8% | -10.7% |
| 3M | -30.6% | -6.8% | -23.8% | -22.6% |
| 6M | -14.9% | -0.9% | -14.1% | -10.9% |
| YTD | +44.7% | +14.3% | +30.4% | +26.0% |
| 1Y | +66.9% | +15.3% | +51.6% | +43.6% |
| 3Y | +153.3% | +65.6% | +87.7% | +29.5% |
| All | +147.1% | +47.4% | +99.7% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling