+203.0%
AMAT vs ALM
+2,063.1%
-1,860.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.5% |
| 7D | -1.5% | -2.6% | +1.1% | -1.2% |
| 30D | -14.8% | +32.0% | -46.8% | -17.3% |
| 3M | -9.3% | -15.0% | +5.8% | -9.0% |
| 6M | +27.4% | -10.1% | +37.5% | +26.5% |
| YTD | +77.6% | +99.4% | -21.9% | +70.0% |
| 1Y | +188.9% | +316.4% | -127.4% | +167.3% |
| All | +203.0% | +2,063.1% | -1,860.1% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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