+66.0%
AMAT vs EXPE
-1.9%
+68.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.5% |
| 7D | +19.3% | -4.2% | +23.5% | +18.7% |
| 30D | -17.9% | -4.5% | -13.4% | -17.2% |
| 3M | -30.4% | -19.7% | -10.7% | -31.2% |
| 6M | -11.4% | +18.3% | -29.7% | -11.2% |
| YTD | +48.8% | -7.3% | +56.1% | +57.0% |
| 1Y | +66.0% | -3.9% | +69.9% | +72.8% |
| All | +66.0% | -1.9% | +68.0% | +72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling