+1,162.1%
AMAT vs EXC
+175.8%
+986.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +5.0% |
| 7D | -14.7% | -1.2% | -13.5% | -14.4% |
| 30D | -36.1% | +10.0% | -46.1% | -38.7% |
| 3M | -36.9% | +1.6% | -38.5% | -37.6% |
| 6M | -22.2% | +3.3% | -25.5% | -24.4% |
| YTD | +29.9% | +7.6% | +22.4% | +22.7% |
| 1Y | +43.3% | +3.5% | +39.8% | +37.5% |
| 3Y | +142.7% | +27.7% | +115.0% | +100.1% |
| 5Y | +126.2% | +41.1% | +85.1% | +70.5% |
| All | +1,162.1% | +175.8% | +986.3% | +566.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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