+58.8%
AMAT vs ALAB
+241.5%
-182.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -19.6% | +6.0% | -8.1% |
| 7D | -24.3% | -38.2% | +13.9% | -13.6% |
| 30D | -39.8% | -54.0% | +14.2% | -25.8% |
| 3M | -40.2% | -43.6% | +3.5% | -30.8% |
| 6M | -22.1% | -16.8% | -5.3% | -17.1% |
| YTD | +24.7% | +7.9% | +16.8% | +22.0% |
| 1Y | +33.3% | -1.4% | +34.6% | +31.4% |
| All | +58.8% | +241.5% | -182.7% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling