+117.1%
AMAT vs ALM
+390.7%
-273.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.6% | -4.0% | -12.5% |
| 7D | -24.3% | -14.5% | -9.8% | -22.9% |
| 30D | -39.8% | -39.0% | -0.8% | -36.6% |
| 3M | -40.2% | -40.3% | +0.1% | -37.1% |
| 6M | -22.1% | -60.3% | +38.2% | -15.7% |
| YTD | +24.7% | -9.8% | +34.4% | +28.4% |
| 1Y | +33.3% | +30.8% | +2.5% | +34.5% |
| 3Y | +133.9% | +772.4% | -638.6% | +110.5% |
| 5Y | +117.1% | +390.7% | -273.7% | +100.9% |
| All | +117.1% | +390.7% | -273.7% | +100.9% |
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