+9,782.9%
AMAT vs EWJ
+130.5%
+9,652.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -14.7% | -5.0% | -9.7% | -10.6% |
| 30D | -36.1% | -10.2% | -25.9% | -29.6% |
| 3M | -36.9% | -7.2% | -29.6% | -32.3% |
| 6M | -22.2% | -3.2% | -19.0% | -18.0% |
| YTD | +29.9% | +9.9% | +20.0% | +24.2% |
| 1Y | +43.3% | +11.0% | +32.3% | +36.0% |
| 3Y | +142.7% | +57.3% | +85.3% | +76.4% |
| 5Y | +126.2% | +41.3% | +84.9% | +83.3% |
| 10Y | +1,211.7% | +117.5% | +1,094.3% | +728.2% |
| All | +9,782.9% | +130.5% | +9,652.4% | +5,130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling