+61.4%
AMAT vs ES
-1.6%
+63.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.3% | -2.5% |
| 7D | -11.2% | +5.3% | -16.5% | -9.4% |
| 30D | -31.9% | +8.9% | -40.8% | -29.6% |
| 3M | -32.3% | -1.9% | -30.4% | -32.2% |
| 6M | -5.4% | +3.9% | -9.3% | -4.0% |
| YTD | +44.3% | +8.3% | +36.0% | +47.9% |
| 1Y | +61.4% | -0.1% | +61.5% | +63.8% |
| All | +61.4% | -1.6% | +63.0% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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