+247.2%
AMAT vs COMP
-31.2%
+278.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | -1.5% | +1.4% | -2.9% | -1.8% |
| 30D | -14.8% | -13.3% | -1.5% | -12.9% |
| 3M | -9.3% | +41.1% | -50.4% | -14.9% |
| 6M | +27.4% | +17.2% | +10.2% | +21.9% |
| YTD | +77.6% | +5.2% | +72.4% | +71.9% |
| 1Y | +188.9% | +18.9% | +170.0% | +172.0% |
| 3Y | +202.3% | +215.9% | -13.6% | +125.6% |
| All | +247.2% | -31.2% | +278.4% | +218.1% |
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