+203.0%
AMAT vs EWZ
+45.5%
+157.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.7% |
| 7D | -1.5% | +6.5% | -8.0% | -5.4% |
| 30D | -14.8% | +4.8% | -19.6% | -17.5% |
| 3M | -9.3% | +9.9% | -19.2% | -14.3% |
| 6M | +27.4% | +1.9% | +25.4% | +25.7% |
| YTD | +77.6% | +20.3% | +57.3% | +61.5% |
| 1Y | +188.9% | +35.6% | +153.3% | +146.9% |
| All | +203.0% | +45.5% | +157.5% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling