+170.1%
AMAT vs AR
+46.6%
+123.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.5% | +5.8% |
| 7D | +7.0% | +2.1% | +4.9% | +6.7% |
| 30D | -20.6% | +4.5% | -25.1% | -21.2% |
| 3M | -24.8% | +1.0% | -25.8% | -25.1% |
| 6M | -10.7% | +4.4% | -15.2% | -12.2% |
| YTD | +54.3% | +10.9% | +43.4% | +46.5% |
| 1Y | +73.7% | +8.6% | +65.2% | +65.7% |
| All | +170.1% | +46.6% | +123.5% | +139.1% |
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