+203.0%
AMAT vs A
+26.9%
+176.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | -1.5% | -1.9% | +0.4% | -0.5% |
| 30D | -14.8% | +6.9% | -21.7% | -17.7% |
| 3M | -9.3% | +9.2% | -18.5% | -13.6% |
| 6M | +27.4% | +25.7% | +1.7% | +11.5% |
| YTD | +77.6% | +11.5% | +66.0% | +66.4% |
| 1Y | +188.9% | +18.4% | +170.6% | +160.7% |
| All | +203.0% | +26.9% | +176.2% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling