+61.4%
AMAT vs A
+24.4%
+37.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.6% |
| 7D | -11.2% | -2.4% | -8.8% | -10.5% |
| 30D | -31.9% | +3.6% | -35.5% | -32.4% |
| 3M | -32.3% | +27.5% | -59.8% | -37.0% |
| 6M | -5.4% | +58.5% | -63.9% | -19.9% |
| YTD | +44.3% | +31.2% | +13.1% | +37.7% |
| 1Y | +61.4% | +22.2% | +39.2% | +59.0% |
| All | +61.4% | +24.4% | +37.0% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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