+132.8%
AMAT vs FXI
+41.7%
+91.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.0% | -14.6% | -14.1% |
| 7D | -24.3% | +6.9% | -31.2% | -26.9% |
| 30D | -39.8% | +3.5% | -43.3% | -40.9% |
| 3M | -40.2% | -3.2% | -37.0% | -39.5% |
| 6M | -22.1% | -3.5% | -18.6% | -21.1% |
| YTD | +24.7% | -8.1% | +32.7% | +30.0% |
| 1Y | +33.3% | -10.5% | +43.8% | +40.8% |
| All | +132.8% | +41.7% | +91.2% | +94.3% |
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 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