+171.8%
AMAT vs AHR
+365.8%
-194.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.5% |
| 7D | -1.5% | -1.5% | 0.0% | -1.4% |
| 30D | -14.8% | -1.4% | -13.4% | -14.7% |
| 3M | -9.3% | +18.6% | -27.8% | -12.1% |
| 6M | +27.4% | +6.6% | +20.8% | +25.9% |
| YTD | +77.6% | +17.5% | +60.1% | +72.1% |
| 1Y | +188.9% | +30.9% | +158.1% | +173.6% |
| All | +171.8% | +365.8% | -194.0% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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