+1,362.0%
AMAT vs EL
+60.4%
+1,301.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -2.9% |
| 7D | +19.3% | +2.7% | +16.7% | +18.2% |
| 30D | -17.9% | +10.8% | -28.8% | -21.5% |
| 3M | -30.4% | +26.5% | -56.9% | -37.8% |
| 6M | -11.4% | +31.1% | -42.6% | -23.3% |
| YTD | +48.8% | +6.6% | +42.1% | +37.0% |
| 1Y | +66.0% | +21.8% | +44.2% | +43.2% |
| 3Y | +158.8% | +1.8% | +157.1% | +116.8% |
| 5Y | +153.2% | -65.6% | +218.8% | +298.5% |
| All | +1,362.0% | +60.4% | +1,301.6% | +987.0% |
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