+1,060.5%
AMAT vs EW
+6,974.1%
-5,913.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| 6M | +27.4% | +5.5% | +21.9% | +24.3% |
| YTD | +77.6% | +5.5% | +72.1% | +73.1% |
| 1Y | +188.9% | +11.0% | +177.9% | +176.0% |
| 3Y | +202.3% | +17.7% | +184.6% | +171.7% |
| 5Y | +248.9% | -25.7% | +274.6% | +261.9% |
| 10Y | +1,585.2% | +132.8% | +1,452.4% | +1,119.5% |
| All | +1,060.5% | +6,974.1% | -5,913.6% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling