+66.0%
AMAT vs CAPR
+65.7%
+0.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.7% | +5.2% | -3.5% |
| 7D | +19.3% | +19.1% | +0.3% | +19.3% |
| 30D | -17.9% | +48.8% | -66.8% | -18.0% |
| 3M | -30.4% | +144.4% | -174.8% | -30.5% |
| 6M | -11.4% | -67.5% | +56.1% | -11.0% |
| YTD | +48.8% | -64.5% | +113.3% | +49.5% |
| 1Y | +66.0% | +74.4% | -8.4% | +66.0% |
| All | +66.0% | +65.7% | +0.3% | +66.0% |
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