+170.1%
AMAT vs EFX
+5.0%
+165.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.0% |
| 7D | +7.0% | -2.0% | +8.9% | +7.0% |
| 30D | -20.6% | +27.9% | -48.5% | -22.3% |
| 3M | -24.8% | +3.8% | -28.6% | -24.9% |
| 6M | -10.7% | +13.0% | -23.7% | -13.6% |
| YTD | +54.3% | -12.4% | +66.7% | +61.6% |
| 1Y | +73.7% | -10.4% | +84.1% | +80.0% |
| All | +170.1% | +5.0% | +165.1% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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