+126.7%
AMAT vs AMC
-99.3%
+226.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.1% |
| 7D | -14.7% | +2.6% | -17.3% | -14.8% |
| 30D | -36.1% | +9.0% | -45.1% | -36.5% |
| 3M | -36.9% | +22.2% | -59.0% | -38.0% |
| 6M | -22.2% | +91.5% | -113.7% | -27.5% |
| YTD | +29.9% | +101.3% | -71.4% | +19.9% |
| 1Y | +43.3% | +20.8% | +22.5% | +37.5% |
| 3Y | +142.7% | -71.3% | +214.0% | +152.1% |
| All | +126.7% | -99.3% | +226.0% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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