+111,876.4%
AMAT vs EXPD
+32,316.9%
+79,559.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | 0.0% | -2.0% |
| 7D | -11.2% | +0.3% | -11.5% | -11.3% |
| 30D | -31.9% | +1.8% | -33.7% | -32.4% |
| 3M | -32.3% | +8.9% | -41.3% | -34.6% |
| 6M | -5.4% | +42.2% | -47.6% | -17.7% |
| YTD | +44.3% | +33.4% | +10.9% | +27.6% |
| 1Y | +61.4% | +47.2% | +14.2% | +37.5% |
| 3Y | +170.6% | +81.3% | +89.3% | +109.9% |
| 5Y | +156.4% | +60.2% | +96.2% | +109.8% |
| 10Y | +1,356.4% | +339.5% | +1,016.8% | +744.5% |
| All | +111,876.4% | +32,316.9% | +79,559.5% | +23,793.9% |
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