+1,665.8%
AMAT vs EWZ
+83.4%
+1,582.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.0% |
| 7D | +7.0% | +5.6% | +1.4% | +4.0% |
| 30D | -12.2% | +9.3% | -21.5% | -16.3% |
| 3M | -3.8% | +15.7% | -19.5% | -10.7% |
| 6M | +45.9% | +7.4% | +38.5% | +40.7% |
| YTD | +84.6% | +22.7% | +61.9% | +67.1% |
| 1Y | +193.4% | +36.4% | +157.0% | +151.8% |
| 3Y | +228.1% | +50.4% | +177.7% | +164.4% |
| 5Y | +268.9% | +67.6% | +201.3% | +171.0% |
| 10Y | +1,665.8% | +84.1% | +1,581.7% | +1,078.1% |
| All | +1,665.8% | +83.4% | +1,582.3% | +1,078.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling