+1,705.6%
AMAT vs ASX
+3,515.0%
-1,809.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.7% | -1.6% |
| 7D | -11.2% | -14.6% | +3.4% | -5.0% |
| 30D | -31.9% | -21.1% | -10.8% | -24.7% |
| 3M | -32.3% | -3.1% | -29.3% | -31.7% |
| 6M | -5.4% | +17.4% | -22.8% | -11.1% |
| YTD | +44.3% | +135.3% | -91.1% | +1.7% |
| 1Y | +61.4% | +146.5% | -85.1% | +11.7% |
| 3Y | +170.6% | +403.1% | -232.5% | +40.6% |
| 5Y | +156.4% | +551.7% | -395.3% | +22.2% |
| 10Y | +1,356.4% | +923.7% | +432.7% | +481.3% |
| All | +1,705.6% | +3,515.0% | -1,809.5% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling