+153.3%
AMAT vs AMCR
+14.2%
+139.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +11.4% | -2.4% | +13.7% | +12.0% |
| 30D | -17.0% | +3.6% | -20.6% | -17.9% |
| 3M | -30.6% | -4.2% | -26.4% | -29.9% |
| 6M | -14.9% | +15.5% | -30.5% | -19.5% |
| YTD | +44.7% | +9.7% | +34.9% | +37.5% |
| 1Y | +66.9% | +8.3% | +58.6% | +59.2% |
| 3Y | +153.3% | +15.4% | +137.9% | +140.3% |
| All | +153.3% | +14.2% | +139.1% | +140.3% |
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