+126.7%
AMAT vs AU
+465.1%
-338.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.0% | -0.8% | +3.3% |
| 7D | -14.7% | +16.5% | -31.3% | -17.3% |
| 30D | -36.1% | +3.3% | -39.4% | -36.5% |
| 3M | -36.9% | +6.8% | -43.7% | -37.9% |
| 6M | -22.2% | -3.9% | -18.3% | -22.5% |
| YTD | +29.9% | +12.9% | +17.0% | +26.0% |
| 1Y | +43.3% | +43.5% | -0.2% | +34.2% |
| 3Y | +142.7% | +445.5% | -302.9% | +86.0% |
| All | +126.7% | +465.1% | -338.4% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling