+137,736.4%
AMAT vs EIX
+1,083.9%
+136,652.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.1% |
| 7D | -1.5% | -19.1% | +17.6% | +3.0% |
| 30D | -14.8% | -16.9% | +2.1% | -11.7% |
| 3M | -9.3% | -20.0% | +10.7% | -5.4% |
| 6M | +27.4% | -21.3% | +48.7% | +33.3% |
| YTD | +77.6% | -1.7% | +79.3% | +74.4% |
| 1Y | +188.9% | +9.6% | +179.4% | +174.3% |
| 3Y | +202.3% | -3.7% | +206.0% | +190.4% |
| 5Y | +248.9% | +22.6% | +226.3% | +210.7% |
| 10Y | +1,585.2% | +17.7% | +1,567.5% | +1,368.7% |
| All | +137,736.4% | +1,083.9% | +136,652.5% | +53,414.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling