+3,288.5%
AMAT vs AGI
+4,805.9%
-1,517.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.4% | +9.0% | +11.2% |
| 7D | -1.1% | +17.4% | -18.5% | -2.0% |
| 30D | -26.9% | -0.9% | -26.0% | -26.9% |
| 3M | -31.2% | -1.6% | -29.6% | -31.2% |
| 6M | -14.7% | -24.7% | +10.0% | -13.7% |
| YTD | +44.7% | -15.3% | +60.0% | +45.3% |
| 1Y | +62.0% | +5.5% | +56.5% | +60.9% |
| 3Y | +165.0% | +154.5% | +10.5% | +151.8% |
| 5Y | +147.1% | +310.6% | -163.5% | +129.1% |
| 10Y | +1,315.3% | +362.7% | +952.6% | +1,186.4% |
| All | +3,288.5% | +4,805.9% | -1,517.4% | +3,469.6% |
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