+58.5%
AMAT vs EW
+26.8%
+31.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.5% | +8.9% | +11.0% |
| 7D | -1.1% | +12.3% | -13.3% | -2.7% |
| 30D | -26.9% | +22.9% | -49.8% | -29.0% |
| 3M | -31.2% | +16.7% | -47.9% | -32.6% |
| 6M | -14.7% | +31.0% | -45.7% | -20.8% |
| YTD | +44.7% | +22.8% | +21.9% | +40.7% |
| All | +58.5% | +26.8% | +31.7% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling