+132.8%
AMAT vs AME
+58.2%
+74.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.9% | -7.6% | -7.0% |
| 7D | -24.3% | -11.4% | -12.9% | -13.0% |
| 30D | -39.8% | -12.1% | -27.7% | -30.1% |
| 3M | -40.2% | -12.3% | -27.8% | -30.2% |
| 6M | -22.1% | -4.6% | -17.5% | -15.3% |
| YTD | +24.7% | +9.1% | +15.6% | +21.3% |
| 1Y | +33.3% | +13.3% | +20.0% | +25.8% |
| All | +132.8% | +58.2% | +74.6% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling