+61.4%
AMAT vs AMT
+13.5%
+47.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -0.8% |
| 7D | -11.2% | +6.0% | -17.2% | -7.8% |
| 30D | -31.9% | +20.1% | -52.0% | -23.4% |
| 3M | -32.3% | +12.4% | -44.7% | -27.0% |
| 6M | -5.4% | +9.9% | -15.3% | +4.0% |
| YTD | +44.3% | +14.4% | +29.9% | +60.2% |
| 1Y | +61.4% | +12.4% | +48.9% | +79.9% |
| All | +61.4% | +13.5% | +47.9% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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