+247.2%
AMAT vs CAPR
+84.7%
+162.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.3% |
| 7D | -1.5% | -2.0% | +0.5% | -1.5% |
| 30D | -14.8% | +139.2% | -154.0% | -16.1% |
| 3M | -9.3% | -66.4% | +57.1% | -8.4% |
| 6M | +27.4% | -63.1% | +90.5% | +28.3% |
| YTD | +77.6% | -67.4% | +145.0% | +79.1% |
| 1Y | +188.9% | +58.2% | +130.7% | +171.3% |
| 3Y | +202.3% | +42.2% | +160.1% | +161.9% |
| All | +247.2% | +84.7% | +162.5% | +174.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling