+137,736.4%
AMAT vs AEM
+3,538.8%
+134,197.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.4% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -14.8% | +24.0% | -38.8% | -16.0% |
| 3M | -9.3% | +16.1% | -25.4% | -10.2% |
| 6M | +27.4% | -11.6% | +39.0% | +28.0% |
| YTD | +77.6% | +21.5% | +56.0% | +75.4% |
| 1Y | +188.9% | +39.2% | +149.8% | +183.2% |
| 3Y | +202.3% | +347.4% | -145.1% | +178.3% |
| 5Y | +248.9% | +290.1% | -41.2% | +221.6% |
| 10Y | +1,585.2% | +357.8% | +1,227.4% | +1,425.4% |
| All | +137,736.4% | +3,538.8% | +134,197.6% | +120,336.8% |
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