+126.7%
AMAT vs ALM
+396.4%
-269.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +4.0% |
| 7D | -14.7% | -6.7% | -8.0% | -14.0% |
| 30D | -36.1% | -32.9% | -3.2% | -33.4% |
| 3M | -36.9% | -39.5% | +2.6% | -33.7% |
| 6M | -22.2% | -62.0% | +39.8% | -15.7% |
| YTD | +29.9% | -7.8% | +37.8% | +33.6% |
| 1Y | +43.3% | +26.7% | +16.6% | +44.7% |
| 3Y | +142.7% | +825.4% | -682.7% | +117.6% |
| All | +126.7% | +396.4% | -269.7% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling