+203.0%
AMAT vs ELV
-3.7%
+206.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.3% |
| 7D | -1.5% | +3.3% | -4.8% | -1.6% |
| 30D | -14.8% | +4.2% | -19.0% | -14.9% |
| 3M | -9.3% | -0.1% | -9.2% | -9.1% |
| 6M | +27.4% | +41.3% | -13.9% | +23.9% |
| YTD | +77.6% | +17.4% | +60.1% | +74.0% |
| 1Y | +188.9% | +35.1% | +153.9% | +180.8% |
| All | +203.0% | -3.7% | +206.8% | +208.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling