-40.2%
AMAT vs FXI
-3.9%
-36.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.0% | -14.6% | -13.1% |
| 7D | -24.3% | +6.9% | -31.2% | -22.7% |
| 30D | -39.8% | +3.5% | -43.3% | -38.9% |
| 3M | -40.2% | -3.2% | -37.0% | -42.0% |
| All | -40.2% | -3.9% | -36.2% | -42.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling