+1,236.8%
EWY vs AMAT
+1,351.3%
-114.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +2.9% |
| 7D | +4.8% | -1.5% | +6.3% | +5.4% |
| 30D | +11.7% | -14.8% | +26.5% | +18.7% |
| 3M | -7.4% | -9.3% | +1.9% | -3.6% |
| 6M | +40.6% | +27.4% | +13.2% | +29.4% |
| YTD | +94.3% | +77.6% | +16.7% | +57.8% |
| 1Y | +164.3% | +188.9% | -24.7% | +78.6% |
| 3Y | +221.0% | +202.3% | +18.7% | +102.2% |
| 5Y | +139.1% | +248.9% | -109.8% | +35.5% |
| 10Y | +298.8% | +1,585.2% | -1,286.4% | +12.7% |
| All | +1,236.8% | +1,351.3% | -114.5% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling