+66.9%
AMAT vs ALL
+30.2%
+36.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.4% |
| 7D | +11.4% | +5.0% | +6.3% | +17.1% |
| 30D | -17.0% | +13.3% | -30.4% | -4.9% |
| 3M | -30.6% | +3.2% | -33.8% | -27.0% |
| 6M | -14.9% | +25.3% | -40.3% | +6.8% |
| YTD | +44.7% | +30.5% | +14.2% | +87.7% |
| 1Y | +66.9% | +29.2% | +37.7% | +115.8% |
| All | +66.9% | +30.2% | +36.7% | +115.8% |
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