+170.1%
AMAT vs AEM
+318.0%
-147.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.4% | +8.4% | +6.7% |
| 7D | +7.0% | +1.4% | +5.6% | +6.4% |
| 30D | -20.6% | -1.2% | -19.4% | -20.5% |
| 3M | -24.8% | +2.5% | -27.3% | -26.0% |
| 6M | -10.7% | -5.1% | -5.7% | -11.2% |
| YTD | +54.3% | +10.4% | +43.9% | +48.4% |
| 1Y | +73.7% | +11.8% | +62.0% | +66.5% |
| All | +170.1% | +318.0% | -147.9% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling