+147.1%
AMAT vs EW
-7.9%
+155.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.2% |
| 7D | +11.4% | +4.9% | +6.4% | +9.7% |
| 30D | -17.0% | +23.9% | -41.0% | -22.9% |
| 3M | -30.6% | +15.8% | -46.4% | -34.1% |
| 6M | -14.9% | +31.7% | -46.6% | -23.3% |
| YTD | +44.7% | +25.7% | +19.0% | +32.3% |
| 1Y | +66.9% | +24.4% | +42.5% | +53.2% |
| 3Y | +153.3% | +65.9% | +87.4% | +91.3% |
| All | +147.1% | -7.9% | +155.0% | +151.2% |
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 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