+43.3%
AMAT vs ES
+1.8%
+41.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +2.9% |
| 7D | -14.7% | +1.9% | -16.6% | -13.9% |
| 30D | -36.1% | +7.1% | -43.1% | -34.2% |
| 3M | -36.9% | -1.9% | -34.9% | -36.7% |
| 6M | -22.2% | +4.4% | -26.5% | -21.1% |
| YTD | +29.9% | +7.3% | +22.6% | +33.1% |
| 1Y | +43.3% | +2.1% | +41.1% | +45.9% |
| All | +43.3% | +1.8% | +41.4% | +45.9% |
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