+73.7%
AMAT vs ALB
-5.3%
+79.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.8% |
| 7D | +7.0% | +1.1% | +5.9% | +6.5% |
| 30D | -20.6% | -2.6% | -18.0% | -20.2% |
| 3M | -24.8% | -25.6% | +0.8% | -19.3% |
| 6M | -10.7% | -54.0% | +43.3% | +7.8% |
| YTD | +54.3% | -31.6% | +85.9% | +63.0% |
| 1Y | +73.7% | -6.6% | +80.3% | +67.0% |
| All | +73.7% | -5.3% | +79.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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