+1,425.2%
AMAT vs ECL
+196.0%
+1,229.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +5.7% |
| 7D | +7.0% | -2.3% | +9.2% | +8.9% |
| 30D | -20.6% | +8.3% | -28.9% | -24.8% |
| 3M | -24.8% | +8.4% | -33.2% | -29.1% |
| 6M | -10.7% | +23.3% | -34.0% | -24.1% |
| YTD | +54.3% | +18.2% | +36.1% | +34.9% |
| 1Y | +73.7% | +18.8% | +55.0% | +51.2% |
| 3Y | +168.4% | +78.5% | +89.9% | +69.6% |
| 5Y | +167.6% | +40.1% | +127.5% | +97.6% |
| 10Y | +1,425.2% | +196.5% | +1,228.7% | +646.4% |
| All | +1,425.2% | +196.0% | +1,229.1% | +646.4% |
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