+203.0%
AMAT vs EIX
-3.3%
+206.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.3% |
| 7D | -1.5% | -19.1% | +17.6% | 0.0% |
| 30D | -14.8% | -16.9% | +2.1% | -13.8% |
| 3M | -9.3% | -20.0% | +10.7% | -8.1% |
| 6M | +27.4% | -21.3% | +48.7% | +29.2% |
| YTD | +77.6% | -1.7% | +79.3% | +75.8% |
| 1Y | +188.9% | +9.6% | +179.4% | +181.6% |
| All | +203.0% | -3.3% | +206.4% | +172.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling