+126.7%
AMAT vs AMCR
-4.7%
+131.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +5.2% |
| 7D | -14.7% | -5.3% | -9.4% | -12.6% |
| 30D | -36.1% | +8.7% | -44.8% | -38.7% |
| 3M | -36.9% | -3.3% | -33.6% | -36.2% |
| 6M | -22.2% | +15.1% | -37.3% | -28.6% |
| YTD | +29.9% | +12.4% | +17.5% | +18.4% |
| 1Y | +43.3% | +15.8% | +27.4% | +28.2% |
| 3Y | +142.7% | +16.7% | +125.9% | +104.1% |
| All | +126.7% | -4.7% | +131.4% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling