+203.0%
AMAT vs EXC
+22.2%
+180.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +3.8% |
| 7D | -1.5% | +0.3% | -1.8% | -1.4% |
| 30D | -14.8% | -3.7% | -11.1% | -16.2% |
| 3M | -9.3% | -1.3% | -8.0% | -9.4% |
| 6M | +27.4% | -9.7% | +37.1% | +23.9% |
| YTD | +77.6% | +2.9% | +74.7% | +80.4% |
| 1Y | +188.9% | +4.4% | +184.6% | +195.3% |
| All | +203.0% | +22.2% | +180.8% | +228.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling