+247.2%
AMAT vs EWT
+153.4%
+93.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.5% | +1.9% |
| 7D | -1.5% | +4.0% | -5.5% | -6.4% |
| 30D | -14.8% | +10.3% | -25.1% | -25.0% |
| 3M | -9.3% | +6.1% | -15.3% | -14.3% |
| 6M | +27.4% | +56.6% | -29.2% | -27.0% |
| YTD | +77.6% | +76.6% | +1.0% | -12.5% |
| 1Y | +188.9% | +97.9% | +91.1% | +23.3% |
| 3Y | +202.3% | +198.0% | +4.3% | -26.9% |
| All | +247.2% | +153.4% | +93.8% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling