+13,982.8%
AMAT vs ALB
+2,194.2%
+11,788.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +3.6% | -17.2% | -14.9% |
| 7D | -24.3% | +5.5% | -29.8% | -26.0% |
| 30D | -39.8% | -7.5% | -32.3% | -38.2% |
| 3M | -40.2% | -16.9% | -23.2% | -36.7% |
| 6M | -22.1% | -49.2% | +27.1% | -0.9% |
| YTD | +24.7% | -29.9% | +54.5% | +36.7% |
| 1Y | +33.3% | +8.2% | +25.1% | +22.7% |
| 3Y | +133.9% | -19.4% | +153.3% | +113.0% |
| 5Y | +117.1% | -61.6% | +178.7% | +154.1% |
| 10Y | +1,158.7% | +34.6% | +1,124.1% | +721.4% |
| All | +13,982.8% | +2,194.2% | +11,788.6% | +3,539.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling