+73.7%
AMAT vs ECL
+19.8%
+53.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.0% |
| 7D | +7.0% | -2.3% | +9.2% | +7.2% |
| 30D | -20.6% | +8.3% | -28.9% | -20.9% |
| 3M | -24.8% | +8.4% | -33.2% | -25.0% |
| 6M | -10.7% | +23.3% | -34.0% | -17.3% |
| YTD | +54.3% | +18.2% | +36.1% | +48.8% |
| 1Y | +73.7% | +18.8% | +55.0% | +67.9% |
| All | +73.7% | +19.8% | +53.9% | +67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling