+33.3%
AMAT vs AR
+10.8%
+22.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -14.2% |
| 7D | -24.3% | -11.7% | -12.6% | -26.7% |
| 30D | -39.8% | +1.8% | -41.6% | -39.1% |
| 3M | -40.2% | +6.0% | -46.1% | -38.6% |
| 6M | -22.1% | -7.0% | -15.1% | -21.1% |
| YTD | +24.7% | +5.6% | +19.1% | +26.6% |
| 1Y | +33.3% | +10.8% | +22.4% | +35.5% |
| All | +33.3% | +10.8% | +22.5% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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