+1,203.9%
AMAT vs EXEL
+273.2%
+930.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -1.5% | +8.4% | -9.9% | -2.9% |
| 30D | -14.8% | +4.1% | -18.9% | -15.6% |
| 3M | -9.3% | +12.4% | -21.7% | -11.4% |
| 6M | +27.4% | +41.5% | -14.2% | +19.3% |
| YTD | +77.6% | +34.6% | +42.9% | +67.6% |
| 1Y | +188.9% | +57.9% | +131.1% | +164.4% |
| 3Y | +202.3% | +159.5% | +42.8% | +147.0% |
| 5Y | +248.9% | +198.5% | +50.4% | +175.4% |
| 10Y | +1,585.2% | +411.4% | +1,173.9% | +1,024.8% |
| All | +1,203.9% | +273.2% | +930.7% | +407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling