+1,362.0%
AMAT vs EW
+249.9%
+1,112.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +19.3% | +4.9% | +14.4% | +17.0% |
| 30D | -17.9% | +24.1% | -42.0% | -25.6% |
| 3M | -30.4% | +13.7% | -44.1% | -34.6% |
| 6M | -11.4% | +32.7% | -44.1% | -23.1% |
| YTD | +48.8% | +24.1% | +24.7% | +32.8% |
| 1Y | +66.0% | +23.6% | +42.4% | +48.5% |
| 3Y | +158.8% | +64.8% | +94.0% | +84.9% |
| 5Y | +153.2% | -8.8% | +162.0% | +143.3% |
| All | +1,362.0% | +249.9% | +1,112.1% | +641.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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