+142.7%
AMAT vs EL
+3.8%
+138.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.8% |
| 7D | -14.7% | +0.8% | -15.5% | -14.8% |
| 30D | -36.1% | +16.5% | -52.6% | -38.1% |
| 3M | -36.9% | +29.2% | -66.0% | -40.5% |
| 6M | -22.2% | +27.9% | -50.1% | -27.0% |
| YTD | +29.9% | +6.2% | +23.7% | +25.3% |
| 1Y | +43.3% | +27.2% | +16.1% | +31.3% |
| 3Y | +142.7% | +3.2% | +139.5% | +109.8% |
| All | +142.7% | +3.8% | +138.9% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling