+117.1%
AMAT vs EIX
+22.1%
+95.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.0% | -12.6% | -13.4% |
| 7D | -24.3% | +2.5% | -26.8% | -24.6% |
| 30D | -39.8% | +14.1% | -53.9% | -41.2% |
| 3M | -40.2% | -9.4% | -30.8% | -39.6% |
| 6M | -22.1% | -9.1% | -13.0% | -22.0% |
| YTD | +24.7% | +7.1% | +17.5% | +19.9% |
| 1Y | +33.3% | +13.3% | +20.0% | +26.2% |
| 3Y | +133.9% | +10.9% | +123.0% | +108.5% |
| 5Y | +117.1% | +21.0% | +96.1% | +74.6% |
| All | +117.1% | +22.1% | +95.0% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling