+1,370.8%
AMAT vs EIX
+33.0%
+1,337.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.5% | +1.0% | -3.4% | -2.7% |
| 30D | -26.5% | +8.9% | -35.4% | -28.4% |
| 3M | -28.6% | -9.8% | -18.8% | -27.6% |
| 6M | -14.2% | -10.2% | -4.0% | -13.6% |
| YTD | +45.5% | +5.9% | +39.5% | +38.4% |
| 1Y | +59.3% | +10.9% | +48.5% | +49.0% |
| 3Y | +153.1% | +10.2% | +142.9% | +127.2% |
| 5Y | +158.2% | +17.0% | +141.1% | +122.9% |
| 10Y | +1,370.8% | +35.1% | +1,335.7% | +1,023.9% |
| All | +1,370.8% | +33.0% | +1,337.8% | +1,023.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling