+117.1%
AMAT vs AME
+62.5%
+54.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.9% | -7.6% | -6.8% |
| 7D | -24.3% | -11.4% | -12.9% | -12.7% |
| 30D | -39.8% | -12.1% | -27.7% | -29.8% |
| 3M | -40.2% | -12.3% | -27.8% | -29.9% |
| 6M | -22.1% | -4.6% | -17.5% | -15.2% |
| YTD | +24.7% | +9.1% | +15.6% | +19.1% |
| 1Y | +33.3% | +13.3% | +20.0% | +22.7% |
| 3Y | +133.9% | +58.2% | +75.7% | +45.0% |
| 5Y | +117.1% | +63.4% | +53.6% | +25.3% |
| All | +117.1% | +62.5% | +54.5% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling