+137,736.4%
AMAT vs EXPD
+30,859.1%
+106,877.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.0% |
| 7D | -1.5% | -1.1% | -0.4% | -1.0% |
| 30D | -14.8% | +4.1% | -18.9% | -16.1% |
| 3M | -9.3% | +17.9% | -27.2% | -14.9% |
| 6M | +27.4% | +29.2% | -1.8% | +14.8% |
| YTD | +77.6% | +27.4% | +50.2% | +60.2% |
| 1Y | +188.9% | +56.8% | +132.1% | +139.0% |
| 3Y | +202.3% | +68.0% | +134.2% | +141.8% |
| 5Y | +248.9% | +61.9% | +187.0% | +185.0% |
| 10Y | +1,585.2% | +316.0% | +1,269.2% | +899.3% |
| All | +137,736.4% | +30,859.1% | +106,877.3% | +29,885.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling