+43.3%
AMAT vs ELV
+36.4%
+6.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.0% |
| 7D | -14.7% | +1.3% | -16.0% | -14.5% |
| 30D | -36.1% | +5.3% | -41.4% | -35.6% |
| 3M | -36.9% | +9.2% | -46.1% | -36.2% |
| 6M | -22.2% | +14.5% | -36.7% | -21.6% |
| YTD | +29.9% | +23.2% | +6.7% | +25.7% |
| 1Y | +43.3% | +38.0% | +5.2% | +39.1% |
| All | +43.3% | +36.4% | +6.8% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling