+2,628.5%
AMAT vs FXI
+213.1%
+2,415.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.0% | -14.6% | -14.1% |
| 7D | -24.3% | +6.9% | -31.2% | -27.2% |
| 30D | -39.8% | +3.5% | -43.3% | -41.1% |
| 3M | -40.2% | -3.2% | -37.0% | -39.5% |
| 6M | -22.1% | -3.5% | -18.6% | -21.3% |
| YTD | +24.7% | -8.1% | +32.7% | +29.9% |
| 1Y | +33.3% | -10.5% | +43.8% | +40.9% |
| 3Y | +133.9% | +43.0% | +90.8% | +86.2% |
| 5Y | +117.1% | -0.1% | +117.2% | +102.2% |
| 10Y | +1,158.7% | +22.7% | +1,136.0% | +1,001.5% |
| All | +2,628.5% | +213.1% | +2,415.4% | +1,243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling