+293.2%
EWY vs AMAT
+1,661.6%
-1,368.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -1.1% |
| 7D | +8.0% | +7.0% | +1.0% | +5.1% |
| 30D | +14.3% | -12.2% | +26.6% | +20.3% |
| 3M | +2.3% | -3.8% | +6.1% | +4.0% |
| 6M | +49.9% | +45.9% | +3.9% | +31.6% |
| YTD | +95.3% | +84.6% | +10.7% | +57.5% |
| 1Y | +161.7% | +193.4% | -31.6% | +78.6% |
| 3Y | +230.2% | +228.1% | +2.1% | +105.1% |
| 5Y | +148.1% | +268.9% | -120.8% | +40.0% |
| 10Y | +293.2% | +1,665.8% | -1,372.6% | +13.5% |
| All | +293.2% | +1,661.6% | -1,368.5% | +13.5% |
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