+247.2%
AMAT vs ALB
-44.4%
+291.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.4% | +8.8% | +5.8% |
| 7D | -1.5% | -8.1% | +6.6% | +1.1% |
| 30D | -14.8% | +6.3% | -21.1% | -17.1% |
| 3M | -9.3% | -23.6% | +14.3% | -1.6% |
| 6M | +27.4% | -24.6% | +52.0% | +36.7% |
| YTD | +77.6% | -10.3% | +87.8% | +78.2% |
| 1Y | +188.9% | +61.5% | +127.5% | +133.2% |
| 3Y | +202.3% | -34.0% | +236.3% | +211.5% |
| All | +247.2% | -44.4% | +291.6% | +255.0% |
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 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