+214.0%
AMAT vs AMCR
+11.6%
+202.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.5% | -1.9% | +0.4% | -1.0% |
| 30D | -14.8% | -4.1% | -10.7% | -13.9% |
| 3M | -9.3% | +21.7% | -30.9% | -15.1% |
| 6M | +27.4% | +1.5% | +25.9% | +24.5% |
| YTD | +77.6% | +13.1% | +64.4% | +67.8% |
| 1Y | +188.9% | +13.0% | +176.0% | +172.4% |
| All | +214.0% | +11.6% | +202.4% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling