+1,315.3%
AMAT vs EXPE
+119.8%
+1,195.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | 0.0% | +11.4% | +11.4% |
| 7D | -1.1% | -13.3% | +12.3% | +3.2% |
| 30D | -26.9% | -5.5% | -21.4% | -26.3% |
| 3M | -31.2% | -16.5% | -14.7% | -28.6% |
| 6M | -14.7% | +13.1% | -27.8% | -21.5% |
| YTD | +44.7% | -8.0% | +52.7% | +39.4% |
| 1Y | +62.0% | +1.1% | +60.9% | +50.3% |
| 3Y | +165.0% | +131.2% | +33.8% | +68.9% |
| 5Y | +147.1% | +39.8% | +107.3% | +81.9% |
| 10Y | +1,315.3% | +118.5% | +1,196.8% | +605.0% |
| All | +1,315.3% | +119.8% | +1,195.4% | +605.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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