+147.1%
AMAT vs FXI
-9.2%
+156.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +11.4% | -4.2% | +15.6% | +13.6% |
| 30D | -17.0% | -1.1% | -15.9% | -16.9% |
| 3M | -30.6% | -4.0% | -26.7% | -29.6% |
| 6M | -14.9% | -11.8% | -3.1% | -10.2% |
| YTD | +44.7% | -11.9% | +56.6% | +53.3% |
| 1Y | +66.9% | -16.1% | +83.0% | +81.0% |
| 3Y | +153.3% | +38.8% | +114.5% | +112.1% |
| All | +147.1% | -9.2% | +156.3% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling