+156.4%
AMAT vs COMP
-21.4%
+177.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.7% | -11.0% | -4.5% |
| 7D | -11.2% | +9.5% | -20.7% | -12.6% |
| 30D | -31.9% | +8.1% | -40.0% | -33.0% |
| 3M | -32.3% | -16.3% | -16.0% | -30.9% |
| 6M | -5.4% | +42.2% | -47.6% | -12.6% |
| YTD | +44.3% | -5.0% | +49.3% | +41.2% |
| 1Y | +61.4% | +20.1% | +41.3% | +51.7% |
| 3Y | +170.6% | +358.4% | -187.8% | +87.6% |
| 5Y | +156.4% | -21.9% | +178.4% | +102.3% |
| All | +156.4% | -21.4% | +177.9% | +102.3% |
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