+203.0%
AMAT vs ALL
+150.1%
+53.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +3.9% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -14.8% | -1.5% | -13.3% | -15.0% |
| 3M | -9.3% | +23.6% | -32.9% | -4.6% |
| 6M | +27.4% | +22.3% | +5.1% | +33.9% |
| YTD | +77.6% | +26.5% | +51.0% | +87.3% |
| 1Y | +188.9% | +27.0% | +161.9% | +204.7% |
| All | +203.0% | +150.1% | +53.0% | +210.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling