+61.4%
AMAT vs EWZ
+7.8%
+53.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.9% |
| 7D | -11.2% | -4.1% | -7.1% | -9.8% |
| 30D | -31.9% | -25.0% | -6.9% | -24.8% |
| 3M | -32.3% | -10.6% | -21.7% | -34.3% |
| 6M | -5.4% | -16.6% | +11.2% | -3.0% |
| YTD | +44.3% | +2.5% | +41.8% | +32.4% |
| 1Y | +61.4% | +8.1% | +53.3% | +35.8% |
| All | +61.4% | +7.8% | +53.6% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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