+188.9%
AMAT vs AEM
+40.5%
+148.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.7% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -14.8% | +24.0% | -38.8% | -22.4% |
| 3M | -9.3% | +16.1% | -25.4% | -15.7% |
| 6M | +27.4% | -11.6% | +39.0% | +29.5% |
| YTD | +77.6% | +21.5% | +56.0% | +62.6% |
| 1Y | +188.9% | +39.2% | +149.8% | +164.1% |
| All | +188.9% | +40.5% | +148.4% | +164.1% |
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