+247.2%
AMAT vs EW
-25.6%
+272.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.2% |
| 3M | -9.3% | +2.8% | -12.1% | -10.6% |
| 6M | +27.4% | +5.5% | +21.9% | +24.0% |
| YTD | +77.6% | +5.5% | +72.1% | +72.7% |
| 1Y | +188.9% | +11.0% | +177.9% | +175.0% |
| 3Y | +202.3% | +17.7% | +184.6% | +163.7% |
| All | +247.2% | -25.6% | +272.8% | +284.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling