+43.3%
AMAT vs FXI
-11.7%
+54.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -14.7% | +5.7% | -20.4% | -17.6% |
| 30D | -36.1% | +4.6% | -40.7% | -37.9% |
| 3M | -36.9% | -2.8% | -34.1% | -35.5% |
| 6M | -22.2% | -6.1% | -16.1% | -15.8% |
| YTD | +29.9% | -8.0% | +38.0% | +45.3% |
| 1Y | +43.3% | -11.3% | +54.6% | +64.6% |
| All | +43.3% | -11.7% | +54.9% | +64.6% |
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