+3,254.7%
AMAT vs ET
+1,435.0%
+1,819.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | -14.8% | +7.5% | -22.3% | -16.6% |
| 3M | -9.3% | +11.4% | -20.7% | -12.3% |
| 6M | +27.4% | +18.5% | +8.9% | +20.7% |
| YTD | +77.6% | +37.4% | +40.2% | +61.2% |
| 1Y | +188.9% | +30.9% | +158.0% | +165.7% |
| 3Y | +202.3% | +98.7% | +103.6% | +147.7% |
| 5Y | +248.9% | +230.7% | +18.2% | +148.4% |
| 10Y | +1,585.2% | +175.6% | +1,409.6% | +1,065.9% |
| All | +3,254.7% | +1,435.0% | +1,819.7% | +962.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling