+1,315.3%
AMAT vs EWZ
+45.3%
+1,269.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.0% | +9.4% | +10.4% |
| 7D | -1.1% | +1.4% | -2.5% | -1.6% |
| 30D | -26.9% | -25.1% | -1.8% | -17.2% |
| 3M | -31.2% | -7.7% | -23.5% | -30.5% |
| 6M | -14.7% | -15.8% | +1.1% | -9.5% |
| YTD | +44.7% | +3.6% | +41.1% | +38.8% |
| 1Y | +62.0% | +5.5% | +56.5% | +53.7% |
| 3Y | +165.0% | +22.1% | +142.8% | +131.1% |
| 5Y | +147.1% | +58.3% | +88.8% | +82.1% |
| 10Y | +1,315.3% | +50.3% | +1,265.0% | +937.0% |
| All | +1,315.3% | +45.3% | +1,269.9% | +937.0% |
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