+188.9%
AMAT vs B
+70.0%
+119.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.3% |
| 7D | -1.5% | -1.6% | +0.1% | -0.9% |
| 30D | -14.8% | +9.4% | -24.2% | -18.7% |
| 3M | -9.3% | +5.0% | -14.3% | -12.3% |
| 6M | +27.4% | -3.5% | +30.9% | +26.0% |
| YTD | +77.6% | +4.5% | +73.1% | +70.5% |
| 1Y | +188.9% | +67.8% | +121.2% | +137.3% |
| All | +188.9% | +70.0% | +119.0% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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