+2,445.1%
AMAT vs AMC
-97.4%
+2,542.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.3% | -10.6% | -3.5% |
| 7D | -11.2% | +17.7% | -28.9% | -11.7% |
| 30D | -31.9% | +26.2% | -58.0% | -32.4% |
| 3M | -32.3% | +31.3% | -63.7% | -33.0% |
| 6M | -5.4% | +142.8% | -148.2% | -8.7% |
| YTD | +44.3% | +125.6% | -81.4% | +39.2% |
| 1Y | +61.4% | +40.2% | +21.1% | +57.9% |
| 3Y | +170.6% | -67.2% | +237.8% | +171.5% |
| 5Y | +156.4% | -99.1% | +255.6% | +172.9% |
| 10Y | +1,356.4% | -98.5% | +1,454.9% | +1,451.2% |
| All | +2,445.1% | -97.4% | +2,542.5% | +2,285.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling