+132.8%
AMAT vs ECL
+81.2%
+51.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -12.6% |
| 7D | -24.3% | +1.7% | -25.9% | -24.6% |
| 30D | -39.8% | +8.9% | -48.7% | -41.4% |
| 3M | -40.2% | +7.4% | -47.6% | -41.6% |
| 6M | -22.1% | +19.3% | -41.4% | -28.1% |
| YTD | +24.7% | +17.4% | +7.2% | +16.1% |
| 1Y | +33.3% | +19.4% | +13.9% | +23.0% |
| All | +132.8% | +81.2% | +51.6% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling