+43.3%
AMAT vs AME
+16.4%
+26.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +0.1% |
| 7D | -14.7% | -5.2% | -9.5% | -7.0% |
| 30D | -36.1% | -8.0% | -28.1% | -26.5% |
| 3M | -36.9% | -8.9% | -28.0% | -26.1% |
| 6M | -22.2% | -5.0% | -17.2% | -13.9% |
| YTD | +29.9% | +11.9% | +18.0% | +14.3% |
| 1Y | +43.3% | +16.6% | +26.6% | +19.7% |
| All | +43.3% | +16.4% | +26.9% | +19.7% |
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