+167.6%
AMAT vs FXI
-6.5%
+174.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.7% |
| 7D | +7.0% | -1.9% | +8.9% | +7.8% |
| 30D | -20.6% | -0.6% | -19.9% | -20.6% |
| 3M | -24.8% | -4.9% | -19.9% | -23.3% |
| 6M | -10.7% | -8.8% | -1.9% | -7.4% |
| YTD | +54.3% | -10.7% | +65.0% | +62.5% |
| 1Y | +73.7% | -15.2% | +89.0% | +87.4% |
| 3Y | +168.4% | +42.5% | +125.9% | +122.0% |
| 5Y | +167.6% | -7.8% | +175.4% | +180.8% |
| All | +167.6% | -6.5% | +174.1% | +180.8% |
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