+1,591.4%
AMAT vs ETR
+293.5%
+1,297.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -1.5% | +1.4% | -2.9% | -2.1% |
| 30D | -14.8% | +1.0% | -15.8% | -15.2% |
| 3M | -9.3% | -1.3% | -8.0% | -8.9% |
| 6M | +27.4% | +1.9% | +25.5% | +25.8% |
| YTD | +77.6% | +18.2% | +59.4% | +65.0% |
| 1Y | +188.9% | +24.7% | +164.3% | +162.6% |
| 3Y | +202.3% | +150.7% | +51.6% | +95.7% |
| 5Y | +248.9% | +127.0% | +121.9% | +132.9% |
| All | +1,591.4% | +293.5% | +1,297.9% | +912.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling