+247.2%
AMAT vs FXI
-4.2%
+251.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.6% |
| 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% | +27.3% |
| YTD | +77.6% | -5.6% | +83.2% | +82.8% |
| 1Y | +188.9% | -4.7% | +193.6% | +196.5% |
| 3Y | +202.3% | +38.0% | +164.3% | +155.0% |
| All | +247.2% | -4.2% | +251.4% | +248.4% |
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