+96,674.4%
AMAT vs AME
+17,569.3%
+79,105.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.9% | -7.6% | -10.2% |
| 7D | -24.3% | -11.4% | -12.9% | -18.6% |
| 30D | -39.8% | -12.1% | -27.7% | -34.9% |
| 3M | -40.2% | -12.3% | -27.8% | -35.0% |
| 6M | -22.1% | -4.6% | -17.5% | -18.3% |
| YTD | +24.7% | +9.1% | +15.6% | +22.2% |
| 1Y | +33.3% | +13.3% | +20.0% | +28.1% |
| 3Y | +133.9% | +58.2% | +75.7% | +88.3% |
| 5Y | +117.1% | +63.4% | +53.6% | +74.9% |
| 10Y | +1,158.7% | +436.7% | +722.0% | +487.4% |
| All | +96,674.4% | +17,569.3% | +79,105.1% | +11,938.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling