+939.5%
AMAT vs EWZ
+352.8%
+586.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | -14.7% | -1.5% | -13.2% | -14.1% |
| 30D | -36.1% | -24.5% | -11.6% | -28.7% |
| 3M | -36.9% | -10.7% | -26.2% | -35.1% |
| 6M | -22.2% | -19.1% | -3.1% | -16.3% |
| YTD | +29.9% | +1.6% | +28.3% | +26.7% |
| 1Y | +43.3% | +4.3% | +39.0% | +37.8% |
| 3Y | +142.7% | +19.0% | +123.7% | +118.1% |
| 5Y | +126.2% | +57.7% | +68.5% | +74.2% |
| 10Y | +1,211.7% | +51.3% | +1,160.4% | +861.6% |
| All | +939.5% | +352.8% | +586.6% | +268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling