+247.2%
AMAT vs EFX
-33.8%
+281.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.4% | +10.7% | +6.6% |
| 7D | -1.5% | -8.6% | +7.1% | +1.6% |
| 30D | -14.8% | +0.1% | -14.9% | -15.4% |
| 3M | -9.3% | +3.8% | -13.1% | -13.9% |
| 6M | +27.4% | -13.5% | +40.9% | +31.1% |
| YTD | +77.6% | -17.7% | +95.2% | +85.5% |
| 1Y | +188.9% | -25.6% | +214.5% | +216.2% |
| 3Y | +202.3% | -12.1% | +214.4% | +180.0% |
| All | +247.2% | -33.8% | +281.0% | +288.2% |
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