+247.2%
AMAT vs ELV
+15.3%
+231.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.5% |
| 7D | -1.5% | +3.3% | -4.8% | -1.9% |
| 30D | -14.8% | +4.2% | -19.0% | -15.3% |
| 3M | -9.3% | -0.1% | -9.2% | -9.5% |
| 6M | +27.4% | +41.3% | -13.9% | +19.4% |
| YTD | +77.6% | +17.4% | +60.1% | +70.7% |
| 1Y | +188.9% | +35.1% | +153.9% | +170.5% |
| 3Y | +202.3% | -3.2% | +205.5% | +197.6% |
| All | +247.2% | +15.3% | +231.9% | +212.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling