-22.1%
AMAT vs ED
+12.6%
-34.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.9% | -14.5% | -12.0% |
| 7D | -24.3% | +5.2% | -29.4% | -17.1% |
| 30D | -39.8% | +15.5% | -55.3% | -22.6% |
| 3M | -40.2% | +13.0% | -53.2% | -26.2% |
| 6M | -22.1% | +13.1% | -35.2% | +1.5% |
| All | -22.1% | +12.6% | -34.7% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling