+5,091.3%
AMAT vs AMCR
+100.2%
+4,991.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.5% | -1.9% | +0.4% | -0.9% |
| 30D | -14.8% | -4.1% | -10.7% | -13.7% |
| 3M | -9.3% | +21.7% | -30.9% | -15.8% |
| 6M | +27.4% | +1.5% | +25.9% | +25.6% |
| YTD | +77.6% | +13.1% | +64.4% | +67.4% |
| 1Y | +188.9% | +13.0% | +176.0% | +171.8% |
| 3Y | +202.3% | +6.9% | +195.4% | +185.9% |
| 5Y | +248.9% | -10.5% | +259.4% | +253.2% |
| 10Y | +1,585.2% | +20.9% | +1,564.3% | +1,382.0% |
| All | +5,091.3% | +100.2% | +4,991.0% | +4,498.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling