+3,074.5%
AMAT vs ELV
+2,595.8%
+478.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +19.3% | -0.5% | +19.8% | +19.4% |
| 30D | -17.9% | +1.1% | -19.0% | -18.5% |
| 3M | -30.4% | +8.2% | -38.6% | -32.8% |
| 6M | -11.4% | +10.2% | -21.7% | -16.0% |
| YTD | +48.8% | +24.4% | +24.3% | +33.9% |
| 1Y | +66.0% | +33.8% | +32.2% | +45.6% |
| 3Y | +158.8% | -1.4% | +160.2% | +142.8% |
| 5Y | +153.2% | +5.8% | +147.3% | +127.5% |
| 10Y | +1,370.6% | +269.1% | +1,101.6% | +736.4% |
| All | +3,074.5% | +2,595.8% | +478.8% | +1,079.2% |
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