+147.1%
AMAT vs EXPE
+46.0%
+101.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.4% |
| 7D | +11.4% | -0.5% | +11.8% | +11.5% |
| 30D | -17.0% | -6.1% | -11.0% | -16.2% |
| 3M | -30.6% | -21.3% | -9.3% | -27.1% |
| 6M | -14.9% | +19.0% | -33.9% | -22.3% |
| YTD | +44.7% | -8.4% | +53.1% | +40.7% |
| 1Y | +66.9% | -2.8% | +69.7% | +58.5% |
| 3Y | +153.3% | +120.8% | +32.5% | +64.3% |
| All | +147.1% | +46.0% | +101.1% | +82.0% |
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 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