+117.1%
AMAT vs AR
+75.2%
+41.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -13.0% |
| 7D | -24.3% | -11.7% | -12.6% | -22.3% |
| 30D | -39.8% | +1.8% | -41.6% | -40.1% |
| 3M | -40.2% | +6.0% | -46.1% | -41.3% |
| 6M | -22.1% | -7.0% | -15.1% | -21.8% |
| YTD | +24.7% | +5.6% | +19.1% | +19.9% |
| 1Y | +33.3% | +10.8% | +22.4% | +26.1% |
| 3Y | +133.9% | +19.3% | +114.5% | +112.7% |
| 5Y | +117.1% | +73.3% | +43.7% | +67.2% |
| All | +117.1% | +75.2% | +41.9% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling