+66.9%
AMAT vs ASX
+137.8%
-70.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.2% |
| 7D | +11.4% | +12.4% | -1.0% | +2.2% |
| 30D | -17.0% | -19.8% | +2.8% | -3.5% |
| 3M | -30.6% | -10.3% | -20.3% | -26.8% |
| 6M | -14.9% | +1.2% | -16.2% | -18.9% |
| YTD | +44.7% | +123.0% | -78.3% | -25.9% |
| 1Y | +66.9% | +145.4% | -78.5% | -20.3% |
| All | +66.9% | +137.8% | -70.9% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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