+247.2%
AMAT vs AMT
-31.6%
+278.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -14.8% | +4.6% | -19.4% | -15.0% |
| 3M | -9.3% | -8.4% | -0.8% | -8.4% |
| 6M | +27.4% | -6.0% | +33.4% | +28.0% |
| YTD | +77.6% | +2.1% | +75.4% | +75.6% |
| 1Y | +188.9% | -6.4% | +195.3% | +190.0% |
| 3Y | +202.3% | +8.1% | +194.2% | +168.7% |
| All | +247.2% | -31.6% | +278.8% | +263.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling