+100,756.0%
AMAT vs ETR
+4,550.2%
+96,205.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | -14.7% | +0.4% | -15.1% | -14.8% |
| 30D | -36.1% | +7.5% | -43.6% | -37.6% |
| 3M | -36.9% | +4.4% | -41.3% | -37.8% |
| 6M | -22.2% | -1.5% | -20.6% | -22.0% |
| YTD | +29.9% | +21.8% | +8.2% | +21.6% |
| 1Y | +43.3% | +18.4% | +24.9% | +35.2% |
| 3Y | +142.7% | +148.5% | -5.9% | +76.9% |
| 5Y | +126.2% | +152.6% | -26.4% | +62.3% |
| 10Y | +1,211.7% | +354.5% | +857.3% | +687.3% |
| All | +100,756.0% | +4,550.2% | +96,205.8% | +39,743.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling