+147.1%
AMAT vs AA
-17.9%
+165.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -1.0% | -2.1% |
| 7D | +11.4% | +0.5% | +10.8% | +11.3% |
| 30D | -17.0% | -0.6% | -16.5% | -16.6% |
| 3M | -30.6% | -19.7% | -11.0% | -25.4% |
| 6M | -14.9% | -41.6% | +26.6% | +0.9% |
| YTD | +44.7% | -24.6% | +69.3% | +56.3% |
| 1Y | +66.9% | +4.9% | +62.0% | +61.6% |
| 3Y | +153.3% | +66.8% | +86.5% | +99.8% |
| All | +147.1% | -17.9% | +165.1% | +128.6% |
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