+203.0%
AMAT vs AR
+40.7%
+162.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | -1.5% | +2.5% | -4.0% | -2.0% |
| 30D | -14.8% | +14.8% | -29.6% | -17.1% |
| 3M | -9.3% | +6.2% | -15.5% | -10.6% |
| 6M | +27.4% | +4.3% | +23.1% | +24.9% |
| YTD | +77.6% | +14.4% | +63.2% | +68.5% |
| 1Y | +188.9% | +21.3% | +167.6% | +167.7% |
| All | +203.0% | +40.7% | +162.3% | +165.5% |
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 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