+126.7%
AMAT vs EXE
+61.0%
+65.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | -14.7% | -6.6% | -8.1% | -13.3% |
| 30D | -36.1% | -4.0% | -32.1% | -35.6% |
| 3M | -36.9% | -7.5% | -29.4% | -35.9% |
| 6M | -22.2% | -11.7% | -10.5% | -20.5% |
| YTD | +29.9% | -22.0% | +51.9% | +36.3% |
| 1Y | +43.3% | -21.8% | +65.1% | +49.8% |
| 3Y | +142.7% | +8.0% | +134.6% | +125.5% |
| All | +126.7% | +61.0% | +65.7% | +88.6% |
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