+126.7%
AMAT vs EXC
+41.2%
+85.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.1% |
| 7D | -14.7% | -1.2% | -13.5% | -14.8% |
| 30D | -36.1% | +10.0% | -46.1% | -35.8% |
| 3M | -36.9% | +1.6% | -38.5% | -36.7% |
| 6M | -22.2% | +3.3% | -25.5% | -22.2% |
| YTD | +29.9% | +7.6% | +22.4% | +29.2% |
| 1Y | +43.3% | +3.5% | +39.8% | +42.9% |
| 3Y | +142.7% | +27.7% | +115.0% | +131.5% |
| All | +126.7% | +41.2% | +85.5% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling