+1,111.0%
AMAT vs ES
+91.2%
+1,019.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +2.1% | -15.6% | -14.1% |
| 7D | -24.3% | +5.9% | -30.2% | -25.5% |
| 30D | -39.8% | +10.2% | -50.0% | -41.4% |
| 3M | -40.2% | +0.4% | -40.6% | -40.4% |
| 6M | -22.1% | +6.9% | -29.0% | -24.2% |
| YTD | +24.7% | +10.5% | +14.2% | +19.7% |
| 1Y | +33.3% | +3.2% | +30.1% | +29.8% |
| 3Y | +133.9% | +49.0% | +84.8% | +94.6% |
| 5Y | +117.1% | +4.5% | +112.6% | +106.5% |
| All | +1,111.0% | +91.2% | +1,019.8% | +936.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling