+142.7%
AMAT vs ETR
+146.5%
-3.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | -14.7% | +0.4% | -15.1% | -14.7% |
| 30D | -36.1% | +7.5% | -43.6% | -36.8% |
| 3M | -36.9% | +4.4% | -41.3% | -37.3% |
| 6M | -22.2% | -1.5% | -20.6% | -22.0% |
| YTD | +29.9% | +21.8% | +8.2% | +27.2% |
| 1Y | +43.3% | +18.4% | +24.9% | +40.5% |
| 3Y | +142.7% | +148.5% | -5.9% | +198.6% |
| All | +142.7% | +146.5% | -3.8% | +198.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling