+43.3%
AMAT vs ALL
+28.6%
+14.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | -0.3% |
| 7D | -14.7% | -1.9% | -12.8% | -16.1% |
| 30D | -36.1% | +13.8% | -49.9% | -26.5% |
| 3M | -36.9% | -7.0% | -29.9% | -40.0% |
| 6M | -22.2% | +18.0% | -40.2% | -7.2% |
| YTD | +29.9% | +24.2% | +5.7% | +60.8% |
| 1Y | +43.3% | +31.2% | +12.1% | +84.7% |
| All | +43.3% | +28.6% | +14.7% | +84.7% |
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