+291.0%
AMAT vs EXE
+163.8%
+127.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.9% |
| 7D | +7.0% | +1.5% | +5.4% | +6.7% |
| 30D | -20.6% | -0.2% | -20.4% | -20.6% |
| 3M | -24.8% | -9.2% | -15.5% | -23.3% |
| 6M | -10.7% | -7.2% | -3.5% | -9.8% |
| YTD | +54.3% | -18.3% | +72.6% | +59.6% |
| 1Y | +73.7% | -23.6% | +97.3% | +83.0% |
| 3Y | +168.4% | +21.9% | +146.5% | +145.4% |
| 5Y | +167.6% | +73.7% | +93.9% | +131.7% |
| All | +291.0% | +163.8% | +127.3% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling