+132.8%
AMAT vs CAPR
+200.7%
-67.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.6% | -10.0% | -13.5% |
| 7D | -24.3% | +29.7% | -54.0% | -24.5% |
| 30D | -39.8% | +11.0% | -50.8% | -39.9% |
| 3M | -40.2% | +118.8% | -159.0% | -40.7% |
| 6M | -22.1% | -73.9% | +51.8% | -21.4% |
| YTD | +24.7% | -70.2% | +94.9% | +25.6% |
| 1Y | +33.3% | +38.3% | -5.0% | +28.6% |
| All | +132.8% | +200.7% | -67.9% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling