+96,674.4%
AMAT vs EXC
+2,516.2%
+94,158.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.6% | -14.2% | -13.8% |
| 7D | -24.3% | +1.4% | -25.6% | -24.7% |
| 30D | -39.8% | +11.6% | -51.4% | -42.2% |
| 3M | -40.2% | +2.7% | -42.8% | -41.0% |
| 6M | -22.1% | +2.7% | -24.8% | -23.8% |
| YTD | +24.7% | +9.7% | +15.0% | +18.5% |
| 1Y | +33.3% | +4.5% | +28.7% | +28.7% |
| 3Y | +133.9% | +28.5% | +105.4% | +103.6% |
| 5Y | +117.1% | +43.9% | +73.1% | +79.6% |
| 10Y | +1,158.7% | +183.7% | +974.9% | +720.8% |
| All | +96,674.4% | +2,516.2% | +94,158.2% | +25,916.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling