+203.0%
AMAT vs EXE
+18.5%
+184.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | -1.5% | -0.3% | -1.3% | -1.5% |
| 30D | -14.8% | +8.5% | -23.2% | -16.2% |
| 3M | -9.3% | +5.5% | -14.7% | -10.3% |
| 6M | +27.4% | -5.9% | +33.3% | +29.0% |
| YTD | +77.6% | -9.7% | +87.3% | +80.9% |
| 1Y | +188.9% | +3.6% | +185.4% | +177.7% |
| All | +203.0% | +18.5% | +184.5% | +166.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling