+188.9%
AMAT vs EL
+14.8%
+174.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +4.1% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | -14.8% | +19.8% | -34.6% | -15.8% |
| 3M | -9.3% | +25.7% | -35.0% | -10.8% |
| 6M | +27.4% | +5.4% | +21.9% | +26.8% |
| YTD | +77.6% | +0.2% | +77.4% | +74.1% |
| 1Y | +188.9% | +20.4% | +168.5% | +178.6% |
| All | +188.9% | +14.8% | +174.2% | +178.6% |
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