+147.1%
AMAT vs ECL
+38.6%
+108.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.7% |
| 7D | +11.4% | +2.9% | +8.5% | +9.7% |
| 30D | -17.0% | +7.5% | -24.5% | -20.5% |
| 3M | -30.6% | +12.2% | -42.9% | -35.4% |
| 6M | -14.9% | +24.6% | -39.5% | -27.0% |
| YTD | +44.7% | +18.8% | +25.9% | +28.0% |
| 1Y | +66.9% | +19.3% | +47.6% | +47.0% |
| 3Y | +153.3% | +78.2% | +75.1% | +63.4% |
| All | +147.1% | +38.6% | +108.5% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling