+1,553.4%
AMAT vs A
+535.2%
+1,018.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.5% | -12.1% |
| 7D | -24.3% | -5.2% | -19.1% | -22.0% |
| 30D | -39.8% | +1.4% | -41.2% | -40.0% |
| 3M | -40.2% | +21.9% | -62.1% | -46.0% |
| 6M | -22.1% | +46.7% | -68.8% | -36.8% |
| YTD | +24.7% | +27.2% | -2.5% | +8.5% |
| 1Y | +33.3% | +17.9% | +15.3% | +20.4% |
| 3Y | +133.9% | +61.1% | +72.7% | +78.2% |
| 5Y | +117.1% | +13.8% | +103.2% | +95.4% |
| 10Y | +1,158.7% | +318.8% | +839.8% | +527.8% |
| All | +1,553.4% | +535.2% | +1,018.2% | +405.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling