+1,315.3%
AMAT vs ED
+132.0%
+1,183.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.1% | +11.5% | +11.4% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -26.9% | +11.6% | -38.5% | -27.6% |
| 3M | -31.2% | +10.5% | -41.7% | -31.8% |
| 6M | -14.7% | +13.2% | -27.9% | -16.0% |
| YTD | +44.7% | +22.1% | +22.6% | +40.4% |
| 1Y | +62.0% | +24.2% | +37.8% | +56.6% |
| 3Y | +165.0% | +46.9% | +118.0% | +138.8% |
| 5Y | +147.1% | +80.8% | +66.3% | +106.1% |
| 10Y | +1,315.3% | +134.3% | +1,181.0% | +1,057.9% |
| All | +1,315.3% | +132.0% | +1,183.2% | +1,057.9% |
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