+132.8%
AMAT vs EL
+1.5%
+131.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.9% | -9.7% | -12.8% |
| 7D | -24.3% | -1.1% | -23.2% | -24.1% |
| 30D | -39.8% | +15.3% | -55.1% | -41.6% |
| 3M | -40.2% | +24.2% | -64.4% | -43.2% |
| 6M | -22.1% | +30.9% | -53.0% | -27.5% |
| YTD | +24.7% | +3.9% | +20.8% | +20.8% |
| 1Y | +33.3% | +19.9% | +13.4% | +23.9% |
| All | +132.8% | +1.5% | +131.3% | +102.2% |
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