+1,370.8%
AMAT vs FXI
+19.2%
+1,351.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +1.0% |
| 7D | -2.5% | +3.7% | -6.1% | -5.1% |
| 30D | -26.5% | +0.5% | -27.0% | -27.1% |
| 3M | -28.6% | -5.7% | -22.9% | -26.3% |
| 6M | -14.2% | -6.9% | -7.3% | -11.1% |
| YTD | +45.5% | -9.5% | +54.9% | +54.5% |
| 1Y | +59.3% | -14.0% | +73.4% | +75.1% |
| 3Y | +153.1% | +44.5% | +108.6% | +85.0% |
| 5Y | +158.2% | -2.8% | +160.9% | +149.7% |
| 10Y | +1,370.8% | +20.3% | +1,350.5% | +1,245.1% |
| All | +1,370.8% | +19.2% | +1,351.6% | +1,245.1% |
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