+121.9%
AMAT vs EL
-65.9%
+187.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.5% |
| 7D | -14.7% | +0.8% | -15.5% | -14.8% |
| 30D | -36.1% | +16.5% | -52.6% | -39.2% |
| 3M | -36.9% | +29.2% | -66.0% | -42.4% |
| 6M | -22.2% | +27.9% | -50.1% | -29.6% |
| YTD | +29.9% | +6.2% | +23.7% | +22.6% |
| 1Y | +43.3% | +27.2% | +16.1% | +26.0% |
| 3Y | +142.7% | +3.2% | +139.5% | +107.1% |
| All | +121.9% | -65.9% | +187.8% | +258.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling