+247.2%
AMAT vs AMC
-99.4%
+346.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +4.0% |
| 7D | -1.5% | +2.3% | -3.8% | -1.7% |
| 30D | -14.8% | -0.7% | -14.0% | -14.8% |
| 3M | -9.3% | +35.2% | -44.5% | -12.6% |
| 6M | +27.4% | +124.6% | -97.2% | +16.7% |
| YTD | +77.6% | +69.9% | +7.7% | +66.0% |
| 1Y | +188.9% | -2.6% | +191.5% | +182.1% |
| 3Y | +202.3% | -79.8% | +282.1% | +220.3% |
| All | +247.2% | -99.4% | +346.6% | +399.4% |
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