+7,488.9%
AMAT vs EL
+1,750.9%
+5,738.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.9% | -9.7% | -12.1% |
| 7D | -24.3% | -1.1% | -23.2% | -24.0% |
| 30D | -39.8% | +15.3% | -55.1% | -43.3% |
| 3M | -40.2% | +24.2% | -64.4% | -45.9% |
| 6M | -22.1% | +30.9% | -53.0% | -32.1% |
| YTD | +24.7% | +3.9% | +20.8% | +16.4% |
| 1Y | +33.3% | +19.9% | +13.4% | +17.0% |
| 3Y | +133.9% | +2.5% | +131.4% | +101.1% |
| 5Y | +117.1% | -66.7% | +183.8% | +195.4% |
| 10Y | +1,158.7% | +54.9% | +1,103.8% | +829.0% |
| All | +7,488.9% | +1,750.9% | +5,738.0% | +1,880.3% |
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