+2,006.2%
AMAT vs AR
-32.8%
+2,039.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -13.2% |
| 7D | -24.3% | -11.7% | -12.6% | -22.9% |
| 30D | -39.8% | +1.8% | -41.6% | -40.0% |
| 3M | -40.2% | +6.0% | -46.1% | -40.9% |
| 6M | -22.1% | -7.0% | -15.1% | -21.9% |
| YTD | +24.7% | +5.6% | +19.1% | +21.8% |
| 1Y | +33.3% | +10.8% | +22.4% | +29.0% |
| 3Y | +133.9% | +19.3% | +114.5% | +121.4% |
| 5Y | +117.1% | +73.3% | +43.7% | +91.7% |
| 10Y | +1,158.7% | +47.6% | +1,111.1% | +971.7% |
| All | +2,006.2% | -32.8% | +2,039.1% | +1,924.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling