+203.0%
AMAT vs FXI
+39.4%
+163.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.5% |
| 7D | -1.5% | +1.0% | -2.5% | -2.0% |
| 30D | -14.8% | -0.6% | -14.2% | -14.6% |
| 3M | -9.3% | +1.9% | -11.2% | -10.4% |
| 6M | +27.4% | -0.2% | +27.6% | +27.4% |
| YTD | +77.6% | -5.6% | +83.2% | +83.3% |
| 1Y | +188.9% | -4.7% | +193.6% | +197.4% |
| All | +203.0% | +39.4% | +163.6% | +151.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling