+2,301.8%
AMAT vs AG
+287.4%
+2,014.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.2% | -10.3% | -13.2% |
| 7D | -24.3% | -2.9% | -21.4% | -24.0% |
| 30D | -39.8% | -15.1% | -24.7% | -38.6% |
| 3M | -40.2% | -15.4% | -24.8% | -39.1% |
| 6M | -22.1% | -21.9% | -0.2% | -20.1% |
| YTD | +24.7% | -10.4% | +35.1% | +24.8% |
| 1Y | +33.3% | +39.8% | -6.6% | +26.4% |
| 3Y | +133.9% | +209.5% | -75.7% | +96.8% |
| 5Y | +117.1% | +12.5% | +104.6% | +97.7% |
| 10Y | +1,158.7% | +79.5% | +1,079.2% | +915.7% |
| All | +2,301.8% | +287.4% | +2,014.3% | +1,124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling