+147.1%
AMAT vs ALB
-62.4%
+209.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.1% | +11.5% | +11.4% |
| 7D | -1.1% | +9.5% | -10.5% | -4.2% |
| 30D | -26.9% | -2.1% | -24.8% | -26.6% |
| 3M | -31.2% | -24.1% | -7.1% | -25.5% |
| 6M | -14.7% | -51.0% | +36.3% | +6.2% |
| YTD | +44.7% | -29.3% | +74.0% | +56.1% |
| 1Y | +62.0% | +3.2% | +58.8% | +53.1% |
| 3Y | +165.0% | -9.3% | +174.3% | +129.9% |
| 5Y | +147.1% | -61.6% | +208.7% | +191.6% |
| All | +147.1% | -62.4% | +209.5% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling