+142.7%
AMAT vs B
+165.5%
-22.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | -14.7% | +9.6% | -24.3% | -17.5% |
| 30D | -36.1% | +3.5% | -39.6% | -36.9% |
| 3M | -36.9% | -1.6% | -35.3% | -37.0% |
| 6M | -22.2% | -1.7% | -20.5% | -22.7% |
| YTD | +29.9% | -5.3% | +35.3% | +30.2% |
| 1Y | +43.3% | +27.2% | +16.0% | +33.1% |
| 3Y | +142.7% | +166.1% | -23.4% | +96.6% |
| All | +142.7% | +165.5% | -22.8% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling