+203.0%
AMAT vs EFV
+91.7%
+111.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.5% |
| 7D | -1.5% | +1.5% | -3.0% | -3.5% |
| 30D | -14.8% | +1.7% | -16.5% | -16.8% |
| 3M | -9.3% | +8.6% | -17.9% | -18.0% |
| 6M | +27.4% | +11.7% | +15.7% | +11.7% |
| YTD | +77.6% | +19.3% | +58.3% | +44.3% |
| 1Y | +188.9% | +30.2% | +158.7% | +112.7% |
| All | +203.0% | +91.7% | +111.3% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling