+167.6%
AMAT vs EXEL
+286.3%
-118.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | +7.0% | -2.8% | +9.8% | +7.8% |
| 30D | -20.6% | +18.2% | -38.8% | -23.2% |
| 3M | -24.8% | +37.7% | -62.5% | -29.7% |
| 6M | -10.7% | +42.2% | -53.0% | -17.5% |
| YTD | +54.3% | +61.3% | -7.0% | +38.5% |
| 1Y | +73.7% | +64.5% | +9.2% | +55.2% |
| 3Y | +168.4% | +236.7% | -68.2% | +94.3% |
| 5Y | +167.6% | +296.3% | -128.7% | +74.5% |
| All | +167.6% | +286.3% | -118.8% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling