+126.0%
AMAT vs AS
+139.2%
-13.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.1% | -8.4% | -4.8% |
| 7D | -11.2% | +13.8% | -25.0% | -14.7% |
| 30D | -31.9% | +16.7% | -48.6% | -35.2% |
| 3M | -32.3% | -11.5% | -20.8% | -30.2% |
| 6M | -5.4% | -5.5% | +0.1% | -5.2% |
| YTD | +44.3% | -14.2% | +58.4% | +48.6% |
| 1Y | +61.4% | +2.1% | +59.3% | +57.7% |
| All | +126.0% | +139.2% | -13.2% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling