+247.2%
AMAT vs AA
+10.5%
+236.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.0% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -14.8% | +5.0% | -19.8% | -16.5% |
| 3M | -9.3% | -35.8% | +26.6% | +3.7% |
| 6M | +27.4% | -18.4% | +45.8% | +33.7% |
| YTD | +77.6% | -5.5% | +83.0% | +77.7% |
| 1Y | +188.9% | +61.0% | +128.0% | +143.3% |
| 3Y | +202.3% | +66.2% | +136.1% | +138.9% |
| All | +247.2% | +10.5% | +236.8% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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