+43.3%
AMAT vs AG
+40.6%
+2.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.7% |
| 7D | -14.7% | +6.3% | -21.0% | -16.3% |
| 30D | -36.1% | -8.9% | -27.1% | -34.3% |
| 3M | -36.9% | -12.2% | -24.7% | -35.1% |
| 6M | -22.2% | -28.3% | +6.1% | -16.8% |
| YTD | +29.9% | -8.8% | +38.8% | +28.0% |
| 1Y | +43.3% | +39.4% | +3.9% | +25.8% |
| All | +43.3% | +40.6% | +2.6% | +25.8% |
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