+61.4%
AMAT vs AU
+42.5%
+18.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.0% | -11.3% | -5.9% |
| 7D | -11.2% | +0.8% | -12.0% | -11.5% |
| 30D | -31.9% | -7.0% | -24.9% | -30.3% |
| 3M | -32.3% | +8.5% | -40.9% | -35.2% |
| 6M | -5.4% | -1.3% | -4.1% | -7.2% |
| YTD | +44.3% | +6.8% | +37.5% | +38.8% |
| 1Y | +61.4% | +44.6% | +16.8% | +43.7% |
| All | +61.4% | +42.5% | +18.9% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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