+203.0%
AMAT vs EW
+17.9%
+185.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -14.8% | +1.0% | -15.8% | -15.0% |
| 3M | -9.3% | +2.8% | -12.1% | -10.1% |
| 6M | +27.4% | +5.5% | +21.9% | +25.3% |
| YTD | +77.6% | +5.5% | +72.1% | +74.6% |
| 1Y | +188.9% | +11.0% | +177.9% | +181.0% |
| All | +203.0% | +17.9% | +185.2% | +178.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling