+61.4%
AMAT vs ALL
+42.7%
+18.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -0.3% |
| 7D | -11.2% | +7.5% | -18.7% | -4.0% |
| 30D | -31.9% | +19.7% | -51.6% | -17.4% |
| 3M | -32.3% | +2.9% | -35.3% | -28.8% |
| 6M | -5.4% | +23.5% | -28.9% | +19.1% |
| YTD | +44.3% | +31.1% | +13.1% | +89.5% |
| 1Y | +61.4% | +40.5% | +20.9% | +131.9% |
| All | +61.4% | +42.7% | +18.7% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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