+247.2%
AMAT vs EXC
+47.1%
+200.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.3% |
| 7D | -1.5% | +0.3% | -1.8% | -1.5% |
| 30D | -14.8% | -3.7% | -11.1% | -14.9% |
| 3M | -9.3% | -1.3% | -8.0% | -9.5% |
| 6M | +27.4% | -9.7% | +37.1% | +27.7% |
| YTD | +77.6% | +2.9% | +74.7% | +76.0% |
| 1Y | +188.9% | +4.4% | +184.6% | +185.2% |
| 3Y | +202.3% | +22.2% | +180.1% | +186.6% |
| All | +247.2% | +47.1% | +200.1% | +207.4% |
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