-22.1%
AMAT vs FXI
-3.9%
-18.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.0% | -14.6% | -13.5% |
| 7D | -24.3% | +6.9% | -31.2% | -24.4% |
| 30D | -39.8% | +3.5% | -43.3% | -39.7% |
| 3M | -40.2% | -3.2% | -37.0% | -39.6% |
| 6M | -22.1% | -3.5% | -18.6% | -14.4% |
| All | -22.1% | -3.9% | -18.2% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling