+61.4%
AMAT vs AME
+21.1%
+40.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | +3.9% |
| 7D | -11.2% | -4.4% | -6.8% | -4.8% |
| 30D | -31.9% | -5.9% | -26.0% | -25.1% |
| 3M | -32.3% | -6.5% | -25.8% | -24.5% |
| 6M | -5.4% | +3.2% | -8.6% | -7.4% |
| YTD | +44.3% | +16.0% | +28.2% | +18.7% |
| 1Y | +61.4% | +20.4% | +40.9% | +26.8% |
| All | +61.4% | +21.1% | +40.3% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling