+193.4%
AMAT vs EWZ
+36.2%
+157.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +2.4% |
| 7D | +7.0% | +5.6% | +1.4% | +2.3% |
| 30D | -12.2% | +9.3% | -21.5% | -18.6% |
| 3M | -3.8% | +15.7% | -19.5% | -14.5% |
| 6M | +45.9% | +7.4% | +38.5% | +37.6% |
| YTD | +84.6% | +22.7% | +61.9% | +62.2% |
| 1Y | +193.4% | +36.4% | +157.0% | +136.1% |
| All | +193.4% | +36.2% | +157.1% | +136.1% |
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 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