+228.1%
AMAT vs ET
+96.2%
+131.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.0% |
| 7D | +7.0% | +0.4% | +6.6% | +6.8% |
| 30D | -12.2% | +6.9% | -19.1% | -14.7% |
| 3M | -3.8% | +13.1% | -16.9% | -9.3% |
| 6M | +45.9% | +18.7% | +27.2% | +33.2% |
| YTD | +84.6% | +37.4% | +47.2% | +54.6% |
| 1Y | +193.4% | +34.8% | +158.6% | +147.9% |
| 3Y | +228.1% | +96.8% | +131.3% | +148.6% |
| All | +228.1% | +96.2% | +131.8% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling