+117.1%
AMAT vs COMP
-28.0%
+145.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.2% | -5.4% | -12.2% |
| 7D | -24.3% | -1.8% | -22.5% | -24.0% |
| 30D | -39.8% | -0.8% | -39.0% | -39.9% |
| 3M | -40.2% | -28.1% | -12.0% | -37.2% |
| 6M | -22.1% | +27.0% | -49.1% | -26.6% |
| YTD | +24.7% | -12.8% | +37.4% | +23.9% |
| 1Y | +33.3% | +4.9% | +28.4% | +28.3% |
| 3Y | +133.9% | +321.0% | -187.1% | +64.5% |
| 5Y | +117.1% | -25.6% | +142.6% | +81.1% |
| All | +117.1% | -28.0% | +145.0% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling