+43.3%
AMAT vs EWT
+41.6%
+1.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | -0.8% |
| 7D | -14.7% | -11.7% | -3.0% | +0.1% |
| 30D | -36.1% | -23.2% | -12.9% | -9.8% |
| 3M | -36.9% | -12.5% | -24.4% | -25.1% |
| 6M | -22.2% | -5.9% | -16.3% | -13.3% |
| YTD | +29.9% | +40.5% | -10.5% | -12.6% |
| 1Y | +43.3% | +43.7% | -0.5% | -6.1% |
| All | +43.3% | +41.6% | +1.6% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling