+4,058.1%
AMAT vs AGI
+5,459.2%
-1,401.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | -14.8% | +18.2% | -33.0% | -15.6% |
| 3M | -9.3% | -4.1% | -5.1% | -9.2% |
| 6M | +27.4% | -28.7% | +56.1% | +29.3% |
| YTD | +77.6% | -4.0% | +81.5% | +77.3% |
| 1Y | +188.9% | +17.4% | +171.5% | +185.5% |
| 3Y | +202.3% | +203.0% | -0.7% | +184.8% |
| 5Y | +248.9% | +376.7% | -127.8% | +221.2% |
| 10Y | +1,585.2% | +407.5% | +1,177.7% | +1,422.8% |
| All | +4,058.1% | +5,459.2% | -1,401.1% | +4,255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling