+158.2%
AMAT vs EXE
+66.0%
+92.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | 0.0% |
| 7D | -2.5% | -2.2% | -0.2% | -1.9% |
| 30D | -26.5% | -0.3% | -26.2% | -26.5% |
| 3M | -28.6% | -9.3% | -19.3% | -27.1% |
| 6M | -14.2% | -7.2% | -7.0% | -13.4% |
| YTD | +45.5% | -18.9% | +64.4% | +51.2% |
| 1Y | +59.3% | -21.7% | +81.0% | +67.1% |
| 3Y | +153.1% | +21.0% | +132.1% | +128.5% |
| 5Y | +158.2% | +76.0% | +82.2% | +115.0% |
| All | +158.2% | +66.0% | +92.2% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling