+203.0%
AMAT vs EL
-31.7%
+234.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +3.7% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | -14.8% | +19.8% | -34.6% | -18.0% |
| 3M | -9.3% | +25.7% | -35.0% | -13.9% |
| 6M | +27.4% | +5.4% | +21.9% | +24.9% |
| YTD | +77.6% | +0.2% | +77.4% | +73.9% |
| 1Y | +188.9% | +20.4% | +168.5% | +169.1% |
| All | +203.0% | -31.7% | +234.7% | +185.5% |
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