+132.8%
AMAT vs COMP
+309.8%
-176.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.2% | -5.4% | -12.5% |
| 7D | -24.3% | -1.8% | -22.5% | -24.0% |
| 30D | -39.8% | -0.8% | -39.0% | -39.8% |
| 3M | -40.2% | -28.1% | -12.0% | -37.7% |
| 6M | -22.1% | +27.0% | -49.1% | -25.7% |
| YTD | +24.7% | -12.8% | +37.4% | +23.4% |
| 1Y | +33.3% | +4.9% | +28.4% | +29.1% |
| All | +132.8% | +309.8% | -176.9% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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