+1,321.9%
AMAT vs EIX
+35.3%
+1,286.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -2.8% |
| 7D | +11.4% | +1.4% | +10.0% | +10.9% |
| 30D | -17.0% | +8.5% | -25.6% | -19.1% |
| 3M | -30.6% | -13.5% | -17.2% | -28.7% |
| 6M | -14.9% | -12.4% | -2.6% | -13.6% |
| YTD | +44.7% | +5.9% | +38.8% | +37.7% |
| 1Y | +66.9% | +7.6% | +59.3% | +57.6% |
| 3Y | +153.3% | +12.8% | +140.5% | +125.3% |
| 5Y | +146.2% | +19.2% | +127.0% | +111.1% |
| All | +1,321.9% | +35.3% | +1,286.6% | +984.1% |
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