+73.7%
AMAT vs A
+21.4%
+52.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.3% |
| 7D | +7.0% | -0.1% | +7.1% | +7.2% |
| 30D | -20.6% | +3.3% | -23.9% | -21.0% |
| 3M | -24.8% | +18.5% | -43.3% | -28.2% |
| 6M | -10.7% | +59.3% | -70.0% | -24.5% |
| YTD | +54.3% | +31.0% | +23.3% | +48.1% |
| 1Y | +73.7% | +19.3% | +54.4% | +76.3% |
| All | +73.7% | +21.4% | +52.4% | +76.3% |
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