+1,370.8%
AMAT vs EXEL
+363.4%
+1,007.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.9% |
| 7D | -2.5% | -2.4% | -0.1% | -1.7% |
| 30D | -26.5% | +17.9% | -44.4% | -29.3% |
| 3M | -28.6% | +33.3% | -61.8% | -33.4% |
| 6M | -14.2% | +46.6% | -60.8% | -22.1% |
| YTD | +45.5% | +61.0% | -15.6% | +29.0% |
| 1Y | +59.3% | +70.4% | -11.1% | +39.2% |
| 3Y | +153.1% | +236.1% | -83.0% | +80.2% |
| 5Y | +158.2% | +284.8% | -126.7% | +74.3% |
| 10Y | +1,370.8% | +348.4% | +1,022.4% | +780.1% |
| All | +1,370.8% | +363.4% | +1,007.4% | +780.1% |
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