+63.8%
AMAT vs EW
+23.2%
+40.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -2.5% | +9.3% | -11.7% | -3.7% |
| 30D | -26.5% | +22.1% | -48.6% | -28.6% |
| 3M | -28.6% | +13.0% | -41.6% | -29.6% |
| 6M | -14.2% | +30.1% | -44.3% | -20.5% |
| YTD | +45.5% | +22.0% | +23.5% | +41.9% |
| All | +63.8% | +23.2% | +40.6% | +60.2% |
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