+247.2%
AMAT vs ET
+232.1%
+15.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | -14.8% | +7.5% | -22.3% | -17.8% |
| 3M | -9.3% | +11.4% | -20.7% | -14.4% |
| 6M | +27.4% | +18.5% | +8.9% | +15.7% |
| YTD | +77.6% | +37.4% | +40.2% | +48.5% |
| 1Y | +188.9% | +30.9% | +158.0% | +147.6% |
| 3Y | +202.3% | +98.7% | +103.6% | +107.4% |
| All | +247.2% | +232.1% | +15.1% | +91.8% |
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