+126.1%
AMAT vs ALAB
+490.6%
-364.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.8% | -5.4% | +1.7% |
| 7D | -1.5% | +7.2% | -8.7% | -3.4% |
| 30D | -14.8% | -2.5% | -12.3% | -14.4% |
| 3M | -9.3% | -13.3% | +4.0% | -6.1% |
| 6M | +27.4% | +172.8% | -145.4% | +1.9% |
| YTD | +77.6% | +86.6% | -9.0% | +51.0% |
| 1Y | +188.9% | +65.2% | +123.8% | +145.7% |
| All | +126.1% | +490.6% | -364.4% | +32.7% |
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