+147.1%
AMAT vs EIX
+19.1%
+128.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.3% | +10.1% | +11.1% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | -26.9% | +8.8% | -35.7% | -28.0% |
| 3M | -31.2% | -10.9% | -20.3% | -30.3% |
| 6M | -14.7% | -10.3% | -4.4% | -14.4% |
| YTD | +44.7% | +5.8% | +38.9% | +39.5% |
| 1Y | +62.0% | +11.4% | +50.6% | +53.8% |
| 3Y | +165.0% | +11.1% | +153.9% | +135.3% |
| 5Y | +147.1% | +18.5% | +128.6% | +105.2% |
| All | +147.1% | +19.1% | +128.0% | +105.2% |
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