+26,109.7%
AMAT vs ALL
+3,771.7%
+22,338.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.9% | -12.7% | -13.2% |
| 7D | -24.3% | +4.2% | -28.5% | -25.5% |
| 30D | -39.8% | +18.9% | -58.7% | -44.0% |
| 3M | -40.2% | +1.2% | -41.4% | -41.2% |
| 6M | -22.1% | +23.2% | -45.3% | -30.6% |
| YTD | +24.7% | +30.0% | -5.3% | +7.7% |
| 1Y | +33.3% | +39.6% | -6.3% | +11.5% |
| 3Y | +133.9% | +115.2% | +18.6% | +57.1% |
| 5Y | +117.1% | +156.2% | -39.2% | +31.6% |
| 10Y | +1,158.7% | +398.0% | +760.7% | +481.5% |
| All | +26,109.7% | +3,771.7% | +22,338.1% | +5,745.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling