+13,406.6%
AMAT vs EWJ
+156.6%
+13,249.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.0% |
| 7D | -1.5% | +2.5% | -4.0% | -3.5% |
| 30D | -14.8% | +3.3% | -18.1% | -17.0% |
| 3M | -9.3% | +5.0% | -14.2% | -11.4% |
| 6M | +27.4% | +11.5% | +15.9% | +19.0% |
| YTD | +77.6% | +22.4% | +55.2% | +54.2% |
| 1Y | +188.9% | +30.2% | +158.7% | +139.2% |
| 3Y | +202.3% | +72.8% | +129.5% | +101.7% |
| 5Y | +248.9% | +54.1% | +194.8% | +161.4% |
| 10Y | +1,585.2% | +140.6% | +1,444.6% | +871.0% |
| All | +13,406.6% | +156.6% | +13,249.9% | +6,396.5% |
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