+147.1%
AMAT vs AA
-9.6%
+156.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.8% | +5.6% | +9.4% |
| 7D | -1.1% | +4.8% | -5.9% | -2.3% |
| 30D | -26.9% | -0.6% | -26.3% | -26.5% |
| 3M | -31.2% | -16.3% | -14.9% | -27.2% |
| 6M | -14.7% | -33.4% | +18.7% | -3.2% |
| YTD | +44.7% | -20.7% | +65.4% | +53.6% |
| 1Y | +62.0% | +12.9% | +49.0% | +52.9% |
| 3Y | +165.0% | +75.7% | +89.2% | +105.4% |
| 5Y | +147.1% | -6.8% | +153.9% | +118.0% |
| All | +147.1% | -9.6% | +156.7% | +118.0% |
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