+203.0%
AMAT vs EXPE
+176.2%
+26.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.5% |
| 7D | -1.5% | -9.5% | +8.0% | -0.2% |
| 30D | -14.8% | -6.6% | -8.2% | -14.2% |
| 3M | -9.3% | +31.4% | -40.6% | -14.6% |
| 6M | +27.4% | +35.2% | -7.8% | +17.9% |
| YTD | +77.6% | +5.8% | +71.8% | +73.4% |
| 1Y | +188.9% | +38.7% | +150.3% | +160.4% |
| All | +203.0% | +176.2% | +26.8% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling