+2,354.6%
AMAT vs ET
+1,275.4%
+1,079.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | -14.7% | -7.9% | -6.8% | -12.7% |
| 30D | -36.1% | -5.9% | -30.2% | -34.9% |
| 3M | -36.9% | -5.2% | -31.6% | -35.9% |
| 6M | -22.2% | +0.3% | -22.5% | -22.6% |
| YTD | +29.9% | +23.1% | +6.8% | +21.7% |
| 1Y | +43.3% | +22.7% | +20.5% | +34.2% |
| 3Y | +142.7% | +75.4% | +67.3% | +106.1% |
| 5Y | +126.2% | +202.6% | -76.4% | +65.7% |
| 10Y | +1,211.7% | +213.0% | +998.8% | +787.0% |
| All | +2,354.6% | +1,275.4% | +1,079.3% | +701.8% |
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 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