+61.4%
AMAT vs EXEL
+92.4%
-31.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -11.2% | +9.8% | -21.0% | -12.7% |
| 30D | -31.9% | +23.6% | -55.5% | -34.8% |
| 3M | -32.3% | +29.9% | -62.3% | -36.2% |
| 6M | -5.4% | +64.7% | -70.1% | -18.6% |
| YTD | +44.3% | +66.0% | -21.7% | +22.6% |
| 1Y | +61.4% | +92.0% | -30.6% | +28.6% |
| All | +61.4% | +92.4% | -31.0% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling