+126.7%
AMAT vs EW
-14.5%
+141.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.8% |
| 7D | -14.7% | +11.0% | -25.7% | -17.8% |
| 30D | -36.1% | +19.1% | -55.2% | -39.8% |
| 3M | -36.9% | +14.4% | -51.2% | -39.9% |
| 6M | -22.2% | +22.8% | -45.0% | -28.3% |
| YTD | +29.9% | +19.8% | +10.1% | +20.7% |
| 1Y | +43.3% | +23.9% | +19.4% | +31.5% |
| 3Y | +142.7% | +52.2% | +90.4% | +89.9% |
| All | +126.7% | -14.5% | +141.2% | +136.0% |
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