+61.4%
AMAT vs AG
+29.4%
+32.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.1% | -12.4% | -5.8% |
| 7D | -11.2% | -2.6% | -8.6% | -10.6% |
| 30D | -31.9% | -12.1% | -19.8% | -29.5% |
| 3M | -32.3% | -6.6% | -25.8% | -31.9% |
| 6M | -5.4% | -20.5% | +15.1% | -1.8% |
| YTD | +44.3% | -7.4% | +51.7% | +44.4% |
| 1Y | +61.4% | +33.4% | +28.0% | +52.6% |
| All | +61.4% | +29.4% | +32.0% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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