+91.0%
EWY vs AMAT
+123.9%
-32.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | -0.1% | +2.2% |
| 7D | -10.4% | -14.7% | +4.3% | -3.6% |
| 30D | -25.4% | -36.1% | +10.7% | -9.2% |
| 3M | -16.5% | -36.9% | +20.3% | +1.9% |
| 6M | -24.7% | -22.2% | -2.5% | -14.6% |
| YTD | +40.9% | +29.9% | +11.0% | +34.6% |
| 1Y | +49.8% | +43.3% | +6.5% | +38.4% |
| 3Y | +134.8% | +142.7% | -7.9% | +73.9% |
| All | +91.0% | +123.9% | -32.9% | +34.2% |
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 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