+153.2%
AMAT vs ALM
+387.9%
-234.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.5% | +2.9% | -2.9% |
| 7D | +19.3% | -4.0% | +23.4% | +19.9% |
| 30D | -17.9% | -30.5% | +12.6% | -14.7% |
| 3M | -30.4% | -46.9% | +16.5% | -25.9% |
| 6M | -11.4% | -65.5% | +54.1% | -3.1% |
| YTD | +48.8% | -13.4% | +62.2% | +54.0% |
| 1Y | +66.0% | +9.8% | +56.2% | +69.5% |
| 3Y | +158.8% | +783.1% | -624.3% | +133.6% |
| 5Y | +153.2% | +378.3% | -225.1% | +135.6% |
| All | +153.2% | +387.9% | -234.7% | +135.6% |
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