+59.3%
AMAT vs ALAB
+25.0%
+34.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | -2.5% | -7.5% | +5.0% | +0.2% |
| 30D | -26.5% | -36.8% | +10.3% | -14.2% |
| 3M | -28.6% | -31.9% | +3.3% | -19.7% |
| 6M | -14.2% | +8.2% | -22.5% | -10.9% |
| YTD | +45.5% | +29.9% | +15.5% | +40.0% |
| 1Y | +59.3% | +24.4% | +34.9% | +53.6% |
| All | +59.3% | +25.0% | +34.4% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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