+117.1%
AMAT vs AMT
-18.8%
+135.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.4% | -13.1% | -13.6% |
| 7D | -24.3% | +4.4% | -28.7% | -24.3% |
| 30D | -39.8% | +17.7% | -57.5% | -40.1% |
| 3M | -40.2% | +16.7% | -56.8% | -40.5% |
| 6M | -22.1% | +11.1% | -33.2% | -22.6% |
| YTD | +24.7% | +13.9% | +10.8% | +23.0% |
| 1Y | +33.3% | +12.5% | +20.7% | +31.7% |
| 3Y | +133.9% | +13.2% | +120.7% | +114.1% |
| 5Y | +117.1% | -17.9% | +134.9% | +124.2% |
| All | +117.1% | -18.8% | +135.8% | +124.2% |
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