+153.3%
AMAT vs EXEL
+230.5%
-77.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.6% |
| 7D | +11.4% | -0.8% | +12.2% | +11.5% |
| 30D | -17.0% | +13.1% | -30.2% | -18.0% |
| 3M | -30.6% | +36.3% | -67.0% | -33.1% |
| 6M | -14.9% | +34.5% | -49.5% | -18.1% |
| YTD | +44.7% | +57.4% | -12.7% | +36.3% |
| 1Y | +66.9% | +62.9% | +4.0% | +56.7% |
| 3Y | +153.3% | +229.5% | -76.2% | +148.1% |
| All | +153.3% | +230.5% | -77.2% | +148.1% |
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 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