+5,460.8%
AMAT vs AMT
+1,480.8%
+3,979.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -4.4% |
| 7D | -11.2% | +6.0% | -17.2% | -12.7% |
| 30D | -31.9% | +20.1% | -52.0% | -35.5% |
| 3M | -32.3% | +12.4% | -44.7% | -34.9% |
| 6M | -5.4% | +9.9% | -15.3% | -9.7% |
| YTD | +44.3% | +14.4% | +29.9% | +35.4% |
| 1Y | +61.4% | +12.4% | +48.9% | +52.1% |
| 3Y | +170.6% | +13.7% | +156.9% | +145.6% |
| 5Y | +156.4% | -17.8% | +174.3% | +154.1% |
| 10Y | +1,356.4% | +123.8% | +1,232.6% | +989.0% |
| All | +5,460.8% | +1,480.8% | +3,979.9% | +1,947.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling