+1,587.5%
AMAT vs EL
+31.9%
+1,555.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +3.1% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | -14.8% | +19.8% | -34.6% | -21.8% |
| 3M | -9.3% | +25.7% | -35.0% | -19.0% |
| 6M | +27.4% | +5.4% | +21.9% | +20.9% |
| YTD | +77.6% | +0.2% | +77.4% | +68.6% |
| 1Y | +188.9% | +20.4% | +168.5% | +148.7% |
| 3Y | +202.3% | -32.1% | +234.4% | +213.7% |
| 5Y | +248.9% | -67.2% | +316.1% | +459.3% |
| All | +1,587.5% | +31.9% | +1,555.6% | +1,210.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling