+188.9%
AMAT vs AS
-21.9%
+210.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +3.1% |
| 7D | -1.5% | -4.9% | +3.4% | +0.1% |
| 30D | -14.8% | -19.6% | +4.8% | -8.7% |
| 3M | -9.3% | -14.4% | +5.1% | -5.8% |
| 6M | +27.4% | -20.1% | +47.5% | +34.8% |
| YTD | +77.6% | -20.9% | +98.5% | +87.9% |
| 1Y | +188.9% | -21.9% | +210.8% | +199.9% |
| All | +188.9% | -21.9% | +210.8% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling