+3,356.8%
AMAT vs EXPE
+851.4%
+2,505.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.8% |
| 7D | -1.5% | -9.5% | +8.0% | +1.6% |
| 30D | -14.8% | -6.6% | -8.2% | -13.3% |
| 3M | -9.3% | +31.4% | -40.6% | -18.6% |
| 6M | +27.4% | +35.2% | -7.8% | +11.6% |
| YTD | +77.6% | +5.8% | +71.8% | +66.5% |
| 1Y | +188.9% | +38.7% | +150.3% | +144.7% |
| 3Y | +202.3% | +175.8% | +26.5% | +94.1% |
| 5Y | +248.9% | +111.8% | +137.1% | +135.6% |
| 10Y | +1,585.2% | +179.7% | +1,405.5% | +848.7% |
| All | +3,356.8% | +851.4% | +2,505.3% | +770.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling