+61.4%
AMAT vs FXI
-10.5%
+71.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -5.7% |
| 7D | -11.2% | +6.6% | -17.8% | -14.8% |
| 30D | -31.9% | +2.2% | -34.1% | -32.7% |
| 3M | -32.3% | -4.7% | -27.6% | -29.9% |
| 6M | -5.4% | -4.7% | -0.7% | -0.2% |
| YTD | +44.3% | -9.0% | +53.2% | +62.1% |
| 1Y | +61.4% | -10.5% | +71.9% | +83.3% |
| All | +61.4% | -10.5% | +71.9% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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