+84.3%
AMAT vs ALAB
+312.6%
-228.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +13.7% | -2.3% | +7.5% |
| 7D | -1.1% | -5.6% | +4.5% | +0.6% |
| 30D | -26.9% | -36.6% | +9.7% | -17.4% |
| 3M | -31.2% | -35.1% | +3.9% | -23.5% |
| 6M | -14.7% | +8.5% | -23.3% | -15.3% |
| YTD | +44.7% | +30.4% | +14.3% | +34.4% |
| 1Y | +62.0% | +31.0% | +30.9% | +48.5% |
| All | +84.3% | +312.6% | -228.3% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling