+193.4%
AMAT vs AGI
+11.7%
+181.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.3% |
| 7D | +7.0% | +4.4% | +2.6% | +5.8% |
| 30D | -12.2% | +10.0% | -22.2% | -14.5% |
| 3M | -3.8% | +1.7% | -5.6% | -5.4% |
| 6M | +45.9% | -26.8% | +72.7% | +54.3% |
| YTD | +84.6% | -5.3% | +90.0% | +83.9% |
| 1Y | +193.4% | +11.5% | +181.9% | +177.0% |
| All | +193.4% | +11.7% | +181.7% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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