+1,665.8%
AMAT vs ELV
+265.4%
+1,400.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.3% | +4.4% |
| 7D | +7.0% | -0.3% | +7.3% | +7.0% |
| 30D | -12.2% | +2.0% | -14.2% | -13.0% |
| 3M | -3.8% | -3.5% | -0.3% | -3.7% |
| 6M | +45.9% | +40.2% | +5.7% | +26.8% |
| YTD | +84.6% | +15.8% | +68.8% | +70.2% |
| 1Y | +193.4% | +33.2% | +160.2% | +155.3% |
| 3Y | +228.1% | -6.2% | +234.3% | +214.1% |
| 5Y | +268.9% | +16.4% | +252.5% | +206.7% |
| 10Y | +1,665.8% | +259.8% | +1,406.0% | +912.6% |
| All | +1,665.8% | +265.4% | +1,400.4% | +912.6% |
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