+1,425.2%
AMAT vs ELV
+269.1%
+1,156.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +7.0% | -1.1% | +8.0% | +7.2% |
| 30D | -20.6% | +1.8% | -22.3% | -21.3% |
| 3M | -24.8% | +10.5% | -35.3% | -27.8% |
| 6M | -10.7% | +13.5% | -24.2% | -16.4% |
| YTD | +54.3% | +24.3% | +30.0% | +37.9% |
| 1Y | +73.7% | +38.9% | +34.8% | +48.6% |
| 3Y | +168.4% | -1.5% | +169.9% | +151.9% |
| 5Y | +167.6% | +7.3% | +160.3% | +133.8% |
| 10Y | +1,425.2% | +268.7% | +1,156.5% | +788.6% |
| All | +1,425.2% | +269.1% | +1,156.1% | +788.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling