+117.1%
AMAT vs C
+106.8%
+10.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.0% | -8.5% | -10.0% |
| 7D | -24.3% | -5.3% | -19.0% | -21.0% |
| 30D | -39.8% | -7.3% | -32.5% | -36.2% |
| 3M | -40.2% | -13.5% | -26.7% | -33.8% |
| 6M | -22.1% | -6.5% | -15.6% | -17.8% |
| YTD | +24.7% | +3.6% | +21.1% | +22.4% |
| 1Y | +33.3% | +18.9% | +14.4% | +19.5% |
| 3Y | +133.9% | +205.0% | -71.1% | +7.7% |
| 5Y | +117.1% | +109.4% | +7.7% | +23.7% |
| All | +117.1% | +106.8% | +10.3% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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