+1,370.8%
AMAT vs EWT
+414.5%
+956.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.9% |
| 7D | -2.5% | -3.7% | +1.2% | +2.7% |
| 30D | -26.5% | -17.2% | -9.4% | -5.5% |
| 3M | -28.6% | -7.3% | -21.2% | -20.9% |
| 6M | -14.2% | -1.5% | -12.8% | -10.8% |
| YTD | +45.5% | +49.0% | -3.6% | -11.6% |
| 1Y | +59.3% | +50.6% | +8.7% | -4.5% |
| 3Y | +153.1% | +148.9% | +4.2% | -22.8% |
| 5Y | +158.2% | +116.1% | +42.1% | -1.5% |
| 10Y | +1,370.8% | +427.8% | +943.0% | +114.9% |
| All | +1,370.8% | +414.5% | +956.3% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling