+142.6%
EWY vs AMAT
+246.8%
-104.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +2.8% |
| 7D | +4.8% | -1.5% | +6.3% | +5.5% |
| 30D | +11.7% | -14.8% | +26.5% | +19.3% |
| 3M | -7.4% | -9.3% | +1.9% | -3.1% |
| 6M | +40.6% | +27.4% | +13.2% | +30.5% |
| YTD | +94.3% | +77.6% | +16.7% | +61.7% |
| 1Y | +164.3% | +188.9% | -24.7% | +87.9% |
| 3Y | +221.0% | +202.3% | +18.7% | +113.6% |
| All | +142.6% | +246.8% | -104.2% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling