+1,370.8%
AMAT vs ECL
+196.4%
+1,174.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.7% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -26.5% | +8.6% | -35.1% | -30.5% |
| 3M | -28.6% | +7.9% | -36.5% | -32.5% |
| 6M | -14.2% | +21.0% | -35.3% | -26.1% |
| YTD | +45.5% | +17.5% | +28.0% | +27.7% |
| 1Y | +59.3% | +19.7% | +39.7% | +37.8% |
| 3Y | +153.1% | +77.4% | +75.7% | +60.6% |
| 5Y | +158.2% | +38.7% | +119.5% | +91.9% |
| 10Y | +1,370.8% | +193.5% | +1,177.3% | +623.2% |
| All | +1,370.8% | +196.4% | +1,174.4% | +623.2% |
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