+1,362.0%
AMAT vs FXI
+19.2%
+1,342.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.7% |
| 7D | +19.3% | -4.2% | +23.5% | +22.6% |
| 30D | -17.9% | -2.0% | -15.9% | -17.2% |
| 3M | -30.4% | -5.0% | -25.5% | -28.6% |
| 6M | -11.4% | -9.6% | -1.8% | -6.4% |
| YTD | +48.8% | -11.9% | +60.7% | +60.8% |
| 1Y | +66.0% | -16.7% | +82.7% | +86.2% |
| 3Y | +158.8% | +40.6% | +118.2% | +92.6% |
| 5Y | +153.2% | -9.1% | +162.3% | +159.4% |
| All | +1,362.0% | +19.2% | +1,342.8% | +1,227.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling