+43.3%
AMAT vs EXEL
+73.7%
-30.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +3.0% | +3.9% |
| 7D | -14.7% | +0.3% | -15.0% | -14.4% |
| 30D | -36.1% | +19.0% | -55.1% | -38.0% |
| 3M | -36.9% | +33.3% | -70.1% | -40.7% |
| 6M | -22.2% | +42.9% | -65.0% | -29.4% |
| YTD | +29.9% | +58.7% | -28.8% | +12.5% |
| 1Y | +43.3% | +70.5% | -27.3% | +21.4% |
| All | +43.3% | +73.7% | -30.4% | +21.4% |
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