+203.0%
AMAT vs EXEL
+160.6%
+42.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -1.5% | +8.4% | -9.9% | -2.5% |
| 30D | -14.8% | +4.1% | -18.9% | -15.3% |
| 3M | -9.3% | +12.4% | -21.7% | -10.8% |
| 6M | +27.4% | +41.5% | -14.2% | +21.6% |
| YTD | +77.6% | +34.6% | +42.9% | +70.2% |
| 1Y | +188.9% | +57.9% | +131.1% | +173.0% |
| All | +203.0% | +160.6% | +42.4% | +199.0% |
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