+1,587.5%
AMAT vs ECL
+150.6%
+1,436.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -1.5% | -2.6% | +1.1% | +0.3% |
| 30D | -14.8% | -2.2% | -12.6% | -13.8% |
| 3M | -9.3% | +10.1% | -19.4% | -16.4% |
| 6M | +27.4% | -5.7% | +33.1% | +30.7% |
| YTD | +77.6% | +7.0% | +70.6% | +66.4% |
| 1Y | +188.9% | +2.7% | +186.3% | +176.7% |
| 3Y | +202.3% | +57.7% | +144.6% | +107.8% |
| 5Y | +248.9% | +31.1% | +217.8% | +168.2% |
| All | +1,587.5% | +150.6% | +1,436.8% | +752.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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