+1,362.0%
AMAT vs EXEL
+325.9%
+1,036.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.3% |
| 7D | +19.3% | +1.6% | +17.7% | +19.0% |
| 30D | -17.9% | +17.4% | -35.3% | -20.9% |
| 3M | -30.4% | +38.6% | -69.1% | -35.7% |
| 6M | -11.4% | +41.2% | -52.7% | -18.8% |
| YTD | +48.8% | +59.3% | -10.6% | +32.2% |
| 1Y | +66.0% | +60.2% | +5.8% | +47.3% |
| 3Y | +158.8% | +232.6% | -73.8% | +84.8% |
| 5Y | +153.2% | +285.9% | -132.7% | +70.9% |
| All | +1,362.0% | +325.9% | +1,036.2% | +784.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling