+137,736.4%
AMAT vs EFX
+6,408.3%
+131,328.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.4% | +10.7% | +7.0% |
| 7D | -1.5% | -8.6% | +7.1% | +2.1% |
| 30D | -14.8% | +0.1% | -14.9% | -15.4% |
| 3M | -9.3% | +3.8% | -13.1% | -14.0% |
| 6M | +27.4% | -13.5% | +40.9% | +29.1% |
| YTD | +77.6% | -17.7% | +95.2% | +82.2% |
| 1Y | +188.9% | -25.6% | +214.5% | +207.6% |
| 3Y | +202.3% | -12.1% | +214.4% | +190.9% |
| 5Y | +248.9% | -33.8% | +282.7% | +280.1% |
| 10Y | +1,585.2% | +45.1% | +1,540.1% | +1,166.1% |
| All | +137,736.4% | +6,408.3% | +131,328.2% | +29,479.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling