+61.4%
AMAT vs EL
+25.6%
+35.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.3% | -9.6% | -3.5% |
| 7D | -11.2% | +2.5% | -13.7% | -11.3% |
| 30D | -31.9% | +20.1% | -52.0% | -32.5% |
| 3M | -32.3% | +29.3% | -61.6% | -33.1% |
| 6M | -5.4% | +38.8% | -44.2% | -7.6% |
| YTD | +44.3% | +8.1% | +36.1% | +39.5% |
| 1Y | +61.4% | +22.3% | +39.0% | +52.7% |
| All | +61.4% | +25.6% | +35.7% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling