+3,698.5%
AMAT vs AMCR
+105.2%
+3,593.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.9% |
| 7D | -14.7% | -5.3% | -9.4% | -13.1% |
| 30D | -36.1% | +8.7% | -44.8% | -38.1% |
| 3M | -36.9% | -3.3% | -33.6% | -36.4% |
| 6M | -22.2% | +15.1% | -37.3% | -26.7% |
| YTD | +29.9% | +12.4% | +17.5% | +22.3% |
| 1Y | +43.3% | +15.8% | +27.4% | +33.3% |
| 3Y | +142.7% | +16.7% | +125.9% | +122.0% |
| 5Y | +126.2% | -5.1% | +131.3% | +124.3% |
| 10Y | +1,211.7% | +21.5% | +1,190.2% | +1,039.2% |
| All | +3,698.5% | +105.2% | +3,593.3% | +3,225.1% |
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