+100,756.0%
AMAT vs AEM
+3,304.9%
+97,451.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.1% |
| 7D | -14.7% | +15.8% | -30.5% | -15.5% |
| 30D | -36.1% | +6.2% | -42.3% | -36.4% |
| 3M | -36.9% | +14.3% | -51.2% | -37.5% |
| 6M | -22.2% | +1.4% | -23.6% | -22.4% |
| YTD | +29.9% | +13.7% | +16.2% | +28.7% |
| 1Y | +43.3% | +21.3% | +21.9% | +41.4% |
| 3Y | +142.7% | +309.9% | -167.2% | +124.4% |
| 5Y | +126.2% | +301.0% | -174.7% | +108.3% |
| 10Y | +1,211.7% | +344.0% | +867.7% | +1,089.8% |
| All | +100,756.0% | +3,304.9% | +97,451.1% | +88,285.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling