+1,460.4%
AMAT vs ASX
+2,764.3%
-1,303.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -20.8% | +7.2% | -4.6% |
| 7D | -24.3% | -33.3% | +9.0% | -10.0% |
| 30D | -39.8% | -36.5% | -3.3% | -27.0% |
| 3M | -40.2% | -19.2% | -21.0% | -34.7% |
| 6M | -22.1% | -10.2% | -11.9% | -18.0% |
| YTD | +24.7% | +86.5% | -61.8% | -2.9% |
| 1Y | +33.3% | +89.6% | -56.4% | +3.1% |
| 3Y | +133.9% | +298.6% | -164.7% | +34.2% |
| 5Y | +117.1% | +414.3% | -297.2% | +14.4% |
| 10Y | +1,158.7% | +711.1% | +447.6% | +454.8% |
| All | +1,460.4% | +2,764.3% | -1,303.8% | +193.0% |
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