+266.8%
AMAT vs EXE
+155.8%
+110.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.6% | +9.8% | +11.0% |
| 7D | -1.1% | -3.9% | +2.8% | -0.1% |
| 30D | -26.9% | -2.6% | -24.4% | -26.6% |
| 3M | -31.2% | -6.9% | -24.3% | -30.4% |
| 6M | -14.7% | -9.3% | -5.4% | -13.4% |
| YTD | +44.7% | -20.7% | +65.4% | +50.7% |
| 1Y | +62.0% | -21.8% | +83.8% | +69.0% |
| 3Y | +165.0% | +16.2% | +148.8% | +144.9% |
| 5Y | +147.1% | +61.1% | +86.0% | +116.6% |
| All | +266.8% | +155.8% | +110.9% | +187.9% |
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