+59.3%
AMAT vs ALL
+32.6%
+26.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +3.4% |
| 7D | -2.5% | -0.1% | -2.3% | -2.4% |
| 30D | -26.5% | +13.8% | -40.3% | -15.3% |
| 3M | -28.6% | -2.8% | -25.8% | -29.1% |
| 6M | -14.2% | +23.7% | -37.9% | +5.9% |
| YTD | +45.5% | +27.3% | +18.2% | +84.7% |
| 1Y | +59.3% | +30.5% | +28.8% | +106.4% |
| All | +59.3% | +32.6% | +26.7% | +106.4% |
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