+73.7%
AMAT vs ED
+24.8%
+48.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.1% | +6.0% |
| 7D | +7.0% | -0.9% | +7.9% | +6.0% |
| 30D | -20.6% | +11.2% | -31.8% | -8.4% |
| 3M | -24.8% | +11.8% | -36.5% | -12.6% |
| 6M | -10.7% | +14.1% | -24.8% | +7.1% |
| YTD | +54.3% | +23.0% | +31.3% | +102.1% |
| 1Y | +73.7% | +23.7% | +50.1% | +131.4% |
| All | +73.7% | +24.8% | +48.9% | +131.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling