+1,162.1%
AMAT vs EXEL
+461.0%
+701.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +3.0% | +3.9% |
| 7D | -14.7% | +0.3% | -15.0% | -14.6% |
| 30D | -36.1% | +19.0% | -55.1% | -38.6% |
| 3M | -36.9% | +33.3% | -70.1% | -41.0% |
| 6M | -22.2% | +42.9% | -65.0% | -28.7% |
| YTD | +29.9% | +58.7% | -28.8% | +16.0% |
| 1Y | +43.3% | +70.5% | -27.3% | +25.7% |
| 3Y | +142.7% | +233.8% | -91.2% | +75.2% |
| 5Y | +126.2% | +259.3% | -133.1% | +57.5% |
| All | +1,162.1% | +461.0% | +701.0% | +704.3% |
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