+33.3%
AMAT vs AS
0.0%
+33.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -12.9% |
| 7D | -24.3% | +7.1% | -31.4% | -25.9% |
| 30D | -39.8% | +12.8% | -52.6% | -42.2% |
| 3M | -40.2% | -14.7% | -25.4% | -36.9% |
| 6M | -22.1% | -9.9% | -12.2% | -20.6% |
| YTD | +24.7% | -16.1% | +40.8% | +29.3% |
| 1Y | +33.3% | +0.2% | +33.1% | +30.5% |
| All | +33.3% | 0.0% | +33.2% | +30.5% |
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