+61.4%
AMAT vs CAPR
+47.4%
+13.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.3% | -11.5% | -3.3% |
| 7D | -11.2% | +43.2% | -54.4% | -11.2% |
| 30D | -31.9% | +14.7% | -46.5% | -31.9% |
| 3M | -32.3% | +113.9% | -146.3% | -32.4% |
| 6M | -5.4% | -73.4% | +68.0% | -4.9% |
| YTD | +44.3% | -69.1% | +113.3% | +45.0% |
| 1Y | +61.4% | +47.2% | +14.2% | +61.6% |
| All | +61.4% | +47.4% | +13.9% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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