+247.2%
AMAT vs B
+153.8%
+93.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.9% |
| 7D | -1.5% | -1.6% | +0.1% | -1.1% |
| 30D | -14.8% | +9.4% | -24.2% | -17.2% |
| 3M | -9.3% | +5.0% | -14.3% | -11.0% |
| 6M | +27.4% | -3.5% | +30.9% | +27.0% |
| YTD | +77.6% | +4.5% | +73.1% | +73.8% |
| 1Y | +188.9% | +67.8% | +121.2% | +155.5% |
| 3Y | +202.3% | +196.7% | +5.6% | +136.5% |
| All | +247.2% | +153.8% | +93.4% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling