+169.4%
AMAT vs COMP
+346.2%
-176.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.7% | -11.0% | -4.2% |
| 7D | -11.2% | +9.5% | -20.7% | -12.3% |
| 30D | -31.9% | +8.1% | -40.0% | -32.8% |
| 3M | -32.3% | -16.3% | -16.0% | -31.2% |
| 6M | -5.4% | +42.2% | -47.6% | -11.2% |
| YTD | +44.3% | -5.0% | +49.3% | +41.0% |
| 1Y | +61.4% | +20.1% | +41.3% | +53.5% |
| All | +169.4% | +346.2% | -176.8% | +118.1% |
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