+2,303.3%
AMAT vs ALM
+3,431.9%
-1,128.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.6% | -4.0% | -13.6% |
| 7D | -24.3% | -14.5% | -9.8% | -24.3% |
| 30D | -39.8% | -39.0% | -0.8% | -39.7% |
| 3M | -40.2% | -40.3% | +0.1% | -40.1% |
| 6M | -22.1% | -60.3% | +38.2% | -22.0% |
| YTD | +24.7% | -9.8% | +34.4% | +24.8% |
| 1Y | +33.3% | +30.8% | +2.5% | +33.5% |
| 3Y | +133.9% | +772.4% | -638.6% | +134.5% |
| 5Y | +117.1% | +390.7% | -273.7% | +117.6% |
| 10Y | +1,158.7% | +2,028.5% | -869.9% | +1,169.6% |
| All | +2,303.3% | +3,431.9% | -1,128.6% | +2,377.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling