+137,736.4%
AMAT vs B
+803.7%
+136,932.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.5% |
| 7D | -1.5% | -1.6% | +0.1% | -1.4% |
| 30D | -14.8% | +9.4% | -24.2% | -15.6% |
| 3M | -9.3% | +5.0% | -14.3% | -9.8% |
| 6M | +27.4% | -3.5% | +30.9% | +27.6% |
| YTD | +77.6% | +4.5% | +73.1% | +76.6% |
| 1Y | +188.9% | +67.8% | +121.2% | +176.3% |
| 3Y | +202.3% | +196.7% | +5.6% | +175.0% |
| 5Y | +248.9% | +151.9% | +97.0% | +219.0% |
| 10Y | +1,585.2% | +202.2% | +1,383.1% | +1,401.7% |
| All | +137,736.4% | +803.7% | +136,932.7% | +125,985.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling