+1,162.1%
AMAT vs EL
+56.3%
+1,105.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.3% |
| 7D | -14.7% | +0.8% | -15.5% | -14.9% |
| 30D | -36.1% | +16.5% | -52.6% | -40.2% |
| 3M | -36.9% | +29.2% | -66.0% | -44.1% |
| 6M | -22.2% | +27.9% | -50.1% | -32.0% |
| YTD | +29.9% | +6.2% | +23.7% | +19.8% |
| 1Y | +43.3% | +27.2% | +16.1% | +20.9% |
| 3Y | +142.7% | +3.2% | +139.5% | +101.1% |
| 5Y | +126.2% | -66.0% | +192.2% | +258.3% |
| All | +1,162.1% | +56.3% | +1,105.8% | +852.6% |
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 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