+142.7%
AMAT vs AG
+219.8%
-77.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.8% |
| 7D | -14.7% | +6.3% | -21.0% | -16.0% |
| 30D | -36.1% | -8.9% | -27.1% | -34.7% |
| 3M | -36.9% | -12.2% | -24.7% | -35.4% |
| 6M | -22.2% | -28.3% | +6.1% | -17.3% |
| YTD | +29.9% | -8.8% | +38.8% | +29.1% |
| 1Y | +43.3% | +39.4% | +3.9% | +30.1% |
| 3Y | +142.7% | +229.4% | -86.8% | +81.4% |
| All | +142.7% | +219.8% | -77.1% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling