+165.0%
AMAT vs EXEL
+244.2%
-79.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.1% | +8.3% | +11.0% |
| 7D | -1.1% | +2.3% | -3.4% | -1.2% |
| 30D | -26.9% | +19.8% | -46.8% | -28.3% |
| 3M | -31.2% | +32.7% | -63.9% | -33.5% |
| 6M | -14.7% | +49.0% | -63.7% | -19.0% |
| YTD | +44.7% | +63.7% | -19.0% | +35.6% |
| 1Y | +62.0% | +75.8% | -13.8% | +50.9% |
| 3Y | +165.0% | +241.3% | -76.3% | +160.4% |
| All | +165.0% | +244.2% | -79.3% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling