+3,422.6%
AMAT vs EFV
+258.8%
+3,163.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -1.5% | +1.5% | -3.0% | -2.9% |
| 30D | -14.8% | +1.7% | -16.5% | -16.2% |
| 3M | -9.3% | +8.6% | -17.9% | -15.7% |
| 6M | +27.4% | +11.7% | +15.7% | +15.7% |
| YTD | +77.6% | +19.3% | +58.3% | +51.8% |
| 1Y | +188.9% | +30.2% | +158.7% | +127.7% |
| 3Y | +202.3% | +91.6% | +110.7% | +66.2% |
| 5Y | +248.9% | +96.4% | +152.5% | +91.8% |
| 10Y | +1,585.2% | +166.5% | +1,418.7% | +649.4% |
| All | +3,422.6% | +258.8% | +3,163.8% | +1,135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling