+132.8%
AMAT vs EXC
+28.8%
+104.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.6% | -14.2% | -13.3% |
| 7D | -24.3% | +1.4% | -25.6% | -23.7% |
| 30D | -39.8% | +11.6% | -51.4% | -36.1% |
| 3M | -40.2% | +2.7% | -42.8% | -39.0% |
| 6M | -22.1% | +2.7% | -24.8% | -19.9% |
| YTD | +24.7% | +9.7% | +15.0% | +31.8% |
| 1Y | +33.3% | +4.5% | +28.7% | +38.5% |
| All | +132.8% | +28.8% | +104.1% | +173.6% |
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