+147.1%
AMAT vs EFX
-30.1%
+177.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -3.0% |
| 7D | +11.4% | -0.8% | +12.1% | +11.6% |
| 30D | -17.0% | +25.1% | -42.2% | -23.7% |
| 3M | -30.6% | +1.7% | -32.3% | -32.0% |
| 6M | -14.9% | +18.4% | -33.3% | -24.5% |
| YTD | +44.7% | -12.5% | +57.2% | +46.6% |
| 1Y | +66.9% | -8.1% | +75.0% | +64.1% |
| 3Y | +153.3% | +4.8% | +148.5% | +110.3% |
| All | +147.1% | -30.1% | +177.2% | +163.7% |
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