+193.4%
AMAT vs EFV
+28.1%
+165.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +5.1% |
| 7D | +7.0% | +1.0% | +6.0% | +5.0% |
| 30D | -12.2% | +0.2% | -12.4% | -12.6% |
| 3M | -3.8% | +9.6% | -13.5% | -17.3% |
| 6M | +45.9% | +14.0% | +31.9% | +19.7% |
| YTD | +84.6% | +18.5% | +66.2% | +41.9% |
| 1Y | +193.4% | +27.9% | +165.5% | +98.9% |
| All | +193.4% | +28.1% | +165.3% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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