+147.1%
AMAT vs A
+11.8%
+135.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -3.1% |
| 7D | +11.4% | -0.5% | +11.8% | +11.8% |
| 30D | -17.0% | 0.0% | -17.0% | -16.5% |
| 3M | -30.6% | +16.7% | -47.3% | -36.5% |
| 6M | -14.9% | +54.8% | -69.8% | -35.5% |
| YTD | +44.7% | +28.8% | +15.9% | +22.8% |
| 1Y | +66.9% | +19.3% | +47.6% | +48.6% |
| 3Y | +153.3% | +65.5% | +87.8% | +75.9% |
| All | +147.1% | +11.8% | +135.3% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling