-22.1%
AMAT vs EXEL
+54.6%
-76.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.6% | -8.0% | -12.7% |
| 7D | -24.3% | +3.8% | -28.1% | -23.8% |
| 30D | -39.8% | +17.8% | -57.6% | -40.2% |
| 3M | -40.2% | +21.2% | -61.4% | -40.8% |
| 6M | -22.1% | +54.7% | -76.8% | -29.6% |
| All | -22.1% | +54.6% | -76.7% | -29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling