+137,736.4%
AMAT vs AME
+18,709.1%
+119,027.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.5% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | -14.8% | -6.7% | -8.1% | -11.3% |
| 3M | -9.3% | +4.1% | -13.3% | -10.2% |
| 6M | +27.4% | +1.6% | +25.8% | +28.4% |
| YTD | +77.6% | +16.1% | +61.4% | +66.8% |
| 1Y | +188.9% | +27.3% | +161.6% | +157.9% |
| 3Y | +202.3% | +50.9% | +151.4% | +147.2% |
| 5Y | +248.9% | +81.4% | +167.5% | +163.8% |
| 10Y | +1,585.2% | +417.0% | +1,168.3% | +688.7% |
| All | +137,736.4% | +18,709.1% | +119,027.3% | +16,330.6% |
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