+33.3%
AMAT vs AMT
+11.8%
+21.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.4% | -13.1% | -13.8% |
| 7D | -24.3% | +4.4% | -28.7% | -22.2% |
| 30D | -39.8% | +17.7% | -57.5% | -33.2% |
| 3M | -40.2% | +16.7% | -56.8% | -33.8% |
| 6M | -22.1% | +11.1% | -33.2% | -14.6% |
| YTD | +24.7% | +13.9% | +10.8% | +37.8% |
| 1Y | +33.3% | +12.5% | +20.7% | +47.7% |
| All | +33.3% | +11.8% | +21.5% | +47.7% |
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