+915.9%
AMAT vs EWT
+452.2%
+463.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | +1.0% |
| 7D | -14.7% | -11.7% | -3.0% | -5.3% |
| 30D | -36.1% | -23.2% | -12.9% | -20.2% |
| 3M | -36.9% | -12.5% | -24.4% | -29.1% |
| 6M | -22.2% | -5.9% | -16.3% | -15.7% |
| YTD | +29.9% | +40.5% | -10.5% | +3.1% |
| 1Y | +43.3% | +43.7% | -0.5% | +11.9% |
| 3Y | +142.7% | +136.6% | +6.0% | +31.4% |
| 5Y | +126.2% | +105.1% | +21.1% | +41.1% |
| 10Y | +1,211.7% | +387.0% | +824.8% | +376.9% |
| All | +915.9% | +452.2% | +463.7% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling