+219.4%
EWY vs AMAT
+1,305.6%
-1,086.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.4% | -7.7% | -1.0% |
| 7D | -6.3% | -1.1% | -5.2% | -5.8% |
| 30D | -19.8% | -26.9% | +7.1% | -8.9% |
| 3M | -14.4% | -31.2% | +16.8% | -0.6% |
| 6M | -25.3% | -14.7% | -10.6% | -19.6% |
| YTD | +46.2% | +44.7% | +1.5% | +30.3% |
| 1Y | +58.3% | +62.0% | -3.7% | +35.4% |
| 3Y | +155.0% | +165.0% | -10.0% | +73.8% |
| 5Y | +99.5% | +147.1% | -47.6% | +32.7% |
| 10Y | +219.4% | +1,315.3% | -1,095.8% | +15.2% |
| All | +219.4% | +1,305.6% | -1,086.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMAT.
Daily Out/Under-Performance
Portfolio return minus AMAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMAT 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 10y: compounded portfolio wealth divided by compounded AMAT 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…
10y analysis · Full analysis span regression · 6 months rolling