+1,162.1%
AMAT vs EIX
+29.5%
+1,132.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.9% |
| 7D | -14.7% | +1.0% | -15.7% | -15.0% |
| 30D | -36.1% | +9.1% | -45.2% | -37.8% |
| 3M | -36.9% | -10.2% | -26.6% | -35.9% |
| 6M | -22.2% | -11.2% | -11.0% | -21.4% |
| YTD | +29.9% | +4.5% | +25.4% | +24.1% |
| 1Y | +43.3% | +10.9% | +32.4% | +33.8% |
| 3Y | +142.7% | +8.4% | +134.3% | +118.8% |
| 5Y | +126.2% | +18.0% | +108.2% | +94.2% |
| All | +1,162.1% | +29.5% | +1,132.6% | +864.9% |
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