+132.8%
AMAT vs AR
+20.9%
+111.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -13.1% |
| 7D | -24.3% | -11.7% | -12.6% | -22.7% |
| 30D | -39.8% | +1.8% | -41.6% | -40.0% |
| 3M | -40.2% | +6.0% | -46.1% | -41.1% |
| 6M | -22.1% | -7.0% | -15.1% | -21.5% |
| YTD | +24.7% | +5.6% | +19.1% | +19.6% |
| 1Y | +33.3% | +10.8% | +22.4% | +25.3% |
| All | +132.8% | +20.9% | +111.9% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling