+58.5%
AMAT vs AME
+21.9%
+36.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.2% | +7.2% | +4.6% |
| 7D | -1.1% | -1.5% | +0.5% | +1.9% |
| 30D | -26.9% | -4.2% | -22.8% | -21.2% |
| 3M | -31.2% | -5.9% | -25.3% | -23.3% |
| 6M | -14.7% | +2.8% | -17.5% | -15.5% |
| YTD | +44.7% | +16.6% | +28.1% | +19.8% |
| All | +58.5% | +21.9% | +36.6% | +25.7% |
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