+160.4%
AMAT vs EFV
+91.1%
+69.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.4% | -3.4% |
| 7D | +19.3% | +0.7% | +18.6% | +18.3% |
| 30D | -17.9% | +2.0% | -20.0% | -19.9% |
| 3M | -30.4% | -1.6% | -28.8% | -29.1% |
| 6M | -11.4% | +5.8% | -17.2% | -17.5% |
| YTD | +48.8% | +15.6% | +33.1% | +24.9% |
| 1Y | +66.0% | +19.0% | +47.1% | +34.7% |
| All | +160.4% | +91.1% | +69.4% | +30.9% |
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 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