+203.0%
AMAT vs COMP
+215.9%
-12.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | -1.5% | +1.4% | -2.9% | -1.7% |
| 30D | -14.8% | -13.3% | -1.5% | -13.3% |
| 3M | -9.3% | +41.1% | -50.4% | -14.0% |
| 6M | +27.4% | +17.2% | +10.2% | +22.4% |
| YTD | +77.6% | +5.2% | +72.4% | +72.0% |
| 1Y | +188.9% | +18.9% | +170.0% | +174.7% |
| All | +203.0% | +215.9% | -12.9% | +151.4% |
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