+869.8%
EWY vs AMAT
+961.9%
-92.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | -0.1% | +2.4% |
| 7D | -10.4% | -14.7% | +4.3% | -4.4% |
| 30D | -25.4% | -36.1% | +10.7% | -11.0% |
| 3M | -16.5% | -36.9% | +20.3% | -0.1% |
| 6M | -24.7% | -22.2% | -2.5% | -16.3% |
| YTD | +40.9% | +29.9% | +11.0% | +29.5% |
| 1Y | +49.8% | +43.3% | +6.5% | +32.5% |
| 3Y | +134.8% | +142.7% | -7.9% | +62.0% |
| 5Y | +91.4% | +126.2% | -34.8% | +28.9% |
| 10Y | +204.3% | +1,211.7% | -1,007.4% | -4.9% |
| All | +869.8% | +961.9% | -92.2% | +113.1% |
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