+73.7%
AMAT vs FXI
-15.4%
+89.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.7% |
| 7D | +7.0% | -1.9% | +8.9% | +7.8% |
| 30D | -20.6% | -0.6% | -19.9% | -20.5% |
| 3M | -24.8% | -4.9% | -19.9% | -22.5% |
| 6M | -10.7% | -8.8% | -1.9% | -2.0% |
| YTD | +54.3% | -10.7% | +65.0% | +75.6% |
| 1Y | +73.7% | -15.2% | +89.0% | +106.6% |
| All | +73.7% | -15.4% | +89.1% | +106.6% |
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