+61.4%
AMAT vs AEM
+17.3%
+44.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.7% | -12.9% | -6.7% |
| 7D | -11.2% | +0.2% | -11.4% | -11.4% |
| 30D | -31.9% | +0.1% | -31.9% | -32.0% |
| 3M | -32.3% | +22.1% | -54.4% | -39.3% |
| 6M | -5.4% | +2.4% | -7.8% | -8.8% |
| YTD | +44.3% | +8.9% | +35.3% | +34.5% |
| 1Y | +61.4% | +18.7% | +42.7% | +40.8% |
| All | +61.4% | +17.3% | +44.1% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling