+158.2%
AMAT vs A
+15.8%
+142.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.3% |
| 7D | -2.5% | +1.4% | -3.8% | -2.9% |
| 30D | -26.5% | +4.3% | -30.8% | -27.9% |
| 3M | -28.6% | +19.8% | -48.4% | -35.7% |
| 6M | -14.2% | +54.4% | -68.6% | -34.9% |
| YTD | +45.5% | +31.7% | +13.8% | +21.8% |
| 1Y | +59.3% | +22.4% | +36.9% | +39.7% |
| 3Y | +153.1% | +67.7% | +85.4% | +74.6% |
| 5Y | +158.2% | +15.7% | +142.4% | +120.8% |
| All | +158.2% | +15.8% | +142.4% | +120.8% |
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