+247.2%
AMAT vs ED
+67.1%
+180.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +3.9% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -14.8% | -0.1% | -14.7% | -14.8% |
| 3M | -9.3% | +3.9% | -13.2% | -8.2% |
| 6M | +27.4% | -3.0% | +30.4% | +27.4% |
| YTD | +77.6% | +10.7% | +66.9% | +81.5% |
| 1Y | +188.9% | +13.3% | +175.6% | +196.6% |
| 3Y | +202.3% | +34.5% | +167.8% | +200.2% |
| All | +247.2% | +67.1% | +180.1% | +258.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling