-22.1%
AMAT vs EL
+33.5%
-55.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.9% | -9.7% | -13.9% |
| 7D | -24.3% | -1.1% | -23.2% | -24.2% |
| 30D | -39.8% | +15.3% | -55.1% | -38.6% |
| 3M | -40.2% | +24.2% | -64.4% | -37.7% |
| 6M | -22.1% | +30.9% | -53.0% | -17.2% |
| All | -22.1% | +33.5% | -55.6% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling