+228.1%
AMAT vs EQT
+36.6%
+191.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +7.0% | -0.8% | +7.8% | +7.2% |
| 30D | -12.2% | +6.6% | -18.8% | -13.5% |
| 3M | -3.8% | +4.4% | -8.2% | -5.0% |
| 6M | +45.9% | -10.5% | +56.4% | +49.3% |
| YTD | +84.6% | +3.7% | +80.9% | +81.1% |
| 1Y | +193.4% | +9.9% | +183.5% | +182.4% |
| 3Y | +228.1% | +35.4% | +192.7% | +190.5% |
| All | +228.1% | +36.6% | +191.5% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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