+117.1%
AMAT vs EXPE
+54.1%
+63.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.7% | +0.2% | -10.1% |
| 7D | -24.3% | -3.6% | -20.7% | -23.6% |
| 30D | -39.8% | +4.8% | -44.6% | -40.9% |
| 3M | -40.2% | -14.6% | -25.5% | -38.5% |
| 6M | -22.1% | +10.0% | -32.1% | -27.0% |
| YTD | +24.7% | -3.3% | +27.9% | +19.7% |
| 1Y | +33.3% | +28.4% | +4.9% | +14.2% |
| 3Y | +133.9% | +145.1% | -11.2% | +46.8% |
| 5Y | +117.1% | +51.6% | +65.4% | +58.4% |
| All | +117.1% | +54.1% | +63.0% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling