+247.2%
AMAT vs EIX
+22.8%
+224.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.2% |
| 7D | -1.5% | -19.1% | +17.6% | +1.7% |
| 30D | -14.8% | -16.9% | +2.1% | -12.6% |
| 3M | -9.3% | -20.0% | +10.7% | -6.7% |
| 6M | +27.4% | -21.3% | +48.7% | +31.5% |
| YTD | +77.6% | -1.7% | +79.3% | +73.7% |
| 1Y | +188.9% | +9.6% | +179.4% | +174.0% |
| 3Y | +202.3% | -3.7% | +206.0% | +181.0% |
| All | +247.2% | +22.8% | +224.4% | +199.5% |
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 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