+96,674.4%
AMAT vs AA
+204.6%
+96,469.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.3% | -8.3% | -11.7% |
| 7D | -24.3% | -3.7% | -20.6% | -23.2% |
| 30D | -39.8% | -10.8% | -29.0% | -37.2% |
| 3M | -40.2% | -19.1% | -21.1% | -35.9% |
| 6M | -22.1% | -38.7% | +16.6% | -8.4% |
| YTD | +24.7% | -27.1% | +51.8% | +36.4% |
| 1Y | +33.3% | +8.3% | +24.9% | +26.4% |
| 3Y | +133.9% | +49.6% | +84.3% | +86.2% |
| 5Y | +117.1% | -15.5% | +132.5% | +92.4% |
| 10Y | +1,158.7% | +60.9% | +1,097.8% | +615.0% |
| All | +96,674.4% | +204.6% | +96,469.8% | +24,120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling