+58.5%
AMAT vs FXI
-13.0%
+71.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.8% | +12.2% | +11.8% |
| 7D | -1.1% | +4.4% | -5.4% | -3.8% |
| 30D | -26.9% | +1.2% | -28.1% | -27.5% |
| 3M | -31.2% | -4.2% | -27.0% | -29.1% |
| 6M | -14.7% | -6.2% | -8.5% | -8.1% |
| YTD | +44.7% | -8.8% | +53.5% | +62.9% |
| All | +58.5% | -13.0% | +71.5% | +85.3% |
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