+1,111.0%
AMAT vs EXPD
+313.3%
+797.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -10.4% |
| 7D | -24.3% | -4.8% | -19.5% | -21.3% |
| 30D | -39.8% | -1.5% | -38.3% | -39.0% |
| 3M | -40.2% | +4.1% | -44.3% | -41.8% |
| 6M | -22.1% | +24.0% | -46.1% | -33.4% |
| YTD | +24.7% | +27.4% | -2.7% | +2.3% |
| 1Y | +33.3% | +38.4% | -5.1% | +2.8% |
| 3Y | +133.9% | +73.2% | +60.7% | +44.6% |
| 5Y | +117.1% | +59.9% | +57.2% | +41.4% |
| All | +1,111.0% | +313.3% | +797.7% | +334.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling