+350.1%
AMAT vs EXE
+191.4%
+158.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | -1.5% | -0.3% | -1.3% | -1.5% |
| 30D | -14.8% | +8.5% | -23.2% | -16.5% |
| 3M | -9.3% | +5.5% | -14.7% | -10.7% |
| 6M | +27.4% | -5.9% | +33.3% | +28.5% |
| YTD | +77.6% | -9.7% | +87.3% | +80.0% |
| 1Y | +188.9% | +3.6% | +185.4% | +180.4% |
| 3Y | +202.3% | +18.0% | +184.3% | +179.6% |
| 5Y | +248.9% | +109.4% | +139.5% | +192.4% |
| All | +350.1% | +191.4% | +158.7% | +243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling