+1,162.1%
AMAT vs ED
+129.3%
+1,032.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.4% |
| 7D | -14.7% | +1.6% | -16.4% | -14.8% |
| 30D | -36.1% | +13.3% | -49.4% | -36.8% |
| 3M | -36.9% | +9.7% | -46.6% | -37.4% |
| 6M | -22.2% | +12.8% | -35.0% | -23.4% |
| YTD | +29.9% | +22.3% | +7.6% | +26.0% |
| 1Y | +43.3% | +26.3% | +17.0% | +38.1% |
| 3Y | +142.7% | +45.0% | +97.6% | +119.6% |
| 5Y | +126.2% | +80.2% | +46.0% | +88.9% |
| All | +1,162.1% | +129.3% | +1,032.8% | +931.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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