+1,162.1%
AMAT vs ECL
+199.1%
+963.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +5.3% |
| 7D | -14.7% | -0.8% | -13.9% | -14.3% |
| 30D | -36.1% | +8.1% | -44.2% | -39.5% |
| 3M | -36.9% | +6.4% | -43.2% | -39.8% |
| 6M | -22.2% | +14.8% | -37.0% | -30.6% |
| YTD | +29.9% | +15.5% | +14.5% | +15.3% |
| 1Y | +43.3% | +20.1% | +23.1% | +23.4% |
| 3Y | +142.7% | +77.8% | +64.9% | +53.5% |
| 5Y | +126.2% | +37.9% | +88.3% | +68.5% |
| All | +1,162.1% | +199.1% | +963.0% | +569.8% |
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