+2,288.5%
AMAT vs CAPR
-99.1%
+2,387.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.6% | -10.0% | -13.5% |
| 7D | -24.3% | +29.7% | -54.0% | -24.7% |
| 30D | -39.8% | +11.0% | -50.8% | -39.9% |
| 3M | -40.2% | +118.8% | -159.0% | -41.3% |
| 6M | -22.1% | -73.9% | +51.8% | -21.3% |
| YTD | +24.7% | -70.2% | +94.9% | +25.5% |
| 1Y | +33.3% | +38.3% | -5.0% | +24.7% |
| 3Y | +133.9% | +199.7% | -65.8% | +110.1% |
| 5Y | +117.1% | +130.6% | -13.5% | +93.8% |
| 10Y | +1,158.7% | -68.5% | +1,227.2% | +976.7% |
| All | +2,288.5% | -99.1% | +2,387.6% | +1,791.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling