+43.3%
AMAT vs ED
+26.3%
+16.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +1.1% |
| 7D | -14.7% | +1.6% | -16.4% | -12.5% |
| 30D | -36.1% | +13.3% | -49.4% | -24.6% |
| 3M | -36.9% | +9.7% | -46.6% | -28.4% |
| 6M | -22.2% | +12.8% | -35.0% | -7.6% |
| YTD | +29.9% | +22.3% | +7.6% | +70.6% |
| 1Y | +43.3% | +26.3% | +17.0% | +95.6% |
| All | +43.3% | +26.3% | +16.9% | +95.6% |
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