+126.7%
AMAT vs EFX
-31.2%
+157.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.9% |
| 7D | -14.7% | +2.7% | -17.4% | -15.6% |
| 30D | -36.1% | +33.1% | -69.2% | -42.5% |
| 3M | -36.9% | +8.2% | -45.0% | -39.5% |
| 6M | -22.2% | +10.2% | -32.4% | -28.5% |
| YTD | +29.9% | -11.8% | +41.8% | +31.3% |
| 1Y | +43.3% | -6.1% | +49.3% | +39.3% |
| 3Y | +142.7% | +7.5% | +135.2% | +98.4% |
| All | +126.7% | -31.2% | +157.9% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling