+2,672.6%
AMAT vs ELV
+2,568.9%
+103.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.7% |
| 7D | -14.7% | +1.3% | -16.0% | -15.1% |
| 30D | -36.1% | +5.3% | -41.4% | -37.4% |
| 3M | -36.9% | +9.2% | -46.1% | -39.1% |
| 6M | -22.2% | +14.5% | -36.7% | -27.1% |
| YTD | +29.9% | +23.2% | +6.7% | +17.4% |
| 1Y | +43.3% | +38.0% | +5.2% | +24.1% |
| 3Y | +142.7% | -1.5% | +144.2% | +127.9% |
| 5Y | +126.2% | +8.5% | +117.7% | +101.5% |
| 10Y | +1,211.7% | +309.5% | +902.3% | +621.6% |
| All | +2,672.6% | +2,568.9% | +103.6% | +933.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling