+10,708.9%
AMAT vs EL
+1,685.7%
+9,023.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +3.2% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | -14.8% | +19.8% | -34.6% | -21.4% |
| 3M | -9.3% | +25.7% | -35.0% | -18.5% |
| 6M | +27.4% | +5.4% | +21.9% | +21.1% |
| YTD | +77.6% | +0.2% | +77.4% | +69.2% |
| 1Y | +188.9% | +20.4% | +168.5% | +152.9% |
| 3Y | +202.3% | -32.1% | +234.4% | +206.9% |
| 5Y | +248.9% | -67.2% | +316.1% | +379.5% |
| 10Y | +1,585.2% | +31.7% | +1,553.5% | +1,229.7% |
| All | +10,708.9% | +1,685.7% | +9,023.1% | +2,778.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling