+147.1%
AMAT vs ET
+203.7%
-56.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.9% | +10.5% | +10.9% |
| 7D | -1.1% | -4.4% | +3.4% | +1.4% |
| 30D | -26.9% | -4.8% | -22.2% | -25.0% |
| 3M | -31.2% | -3.4% | -27.8% | -30.0% |
| 6M | -14.7% | +2.2% | -16.9% | -16.4% |
| YTD | +44.7% | +24.2% | +20.5% | +26.1% |
| 1Y | +62.0% | +24.5% | +37.4% | +40.7% |
| 3Y | +165.0% | +83.6% | +81.3% | +84.1% |
| 5Y | +147.1% | +203.4% | -56.3% | +35.4% |
| All | +147.1% | +203.7% | -56.6% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling