+247.2%
AMAT vs A
-12.8%
+260.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | -1.5% | -1.9% | +0.4% | -0.4% |
| 30D | -14.8% | +6.9% | -21.7% | -18.3% |
| 3M | -9.3% | +9.2% | -18.5% | -14.4% |
| 6M | +27.4% | +25.7% | +1.7% | +8.8% |
| YTD | +77.6% | +11.5% | +66.0% | +63.4% |
| 1Y | +188.9% | +18.4% | +170.6% | +155.0% |
| 3Y | +202.3% | +26.6% | +175.7% | +147.5% |
| All | +247.2% | -12.8% | +260.0% | +250.5% |
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