+154.1%
AMAT vs EWZ
+51.8%
+102.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.5% | -2.7% |
| 7D | +19.3% | +0.1% | +19.3% | +19.4% |
| 30D | -17.9% | -25.9% | +7.9% | -8.3% |
| 3M | -30.4% | -6.1% | -24.3% | -31.0% |
| 6M | -11.4% | -16.1% | +4.7% | -7.3% |
| YTD | +48.8% | +1.0% | +47.8% | +44.3% |
| 1Y | +66.0% | 0.0% | +66.1% | +61.6% |
| 3Y | +158.8% | +16.8% | +142.0% | +133.1% |
| All | +154.1% | +51.8% | +102.2% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling