+188.3%
AMAT vs EXEL
+54.7%
+133.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.1% |
| 7D | +6.9% | -0.3% | +7.3% | +7.0% |
| 30D | -10.1% | +10.1% | -20.2% | -12.3% |
| 3M | -6.0% | +10.1% | -16.1% | -8.5% |
| 6M | +38.6% | +37.7% | +1.0% | +26.2% |
| YTD | +83.1% | +33.1% | +50.0% | +67.4% |
| 1Y | +188.3% | +52.4% | +136.0% | +156.1% |
| All | +188.3% | +54.7% | +133.7% | +156.1% |
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 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