+714.8%
AMAT vs EW
+7,833.4%
-7,118.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.5% | -15.0% | -14.1% |
| 7D | -24.3% | +6.8% | -31.0% | -26.0% |
| 30D | -39.8% | +16.6% | -56.4% | -42.9% |
| 3M | -40.2% | +13.3% | -53.5% | -42.9% |
| 6M | -22.1% | +21.6% | -43.7% | -27.8% |
| YTD | +24.7% | +18.3% | +6.4% | +16.5% |
| 1Y | +33.3% | +21.7% | +11.6% | +23.4% |
| 3Y | +133.9% | +50.3% | +83.5% | +93.2% |
| 5Y | +117.1% | -15.0% | +132.1% | +114.6% |
| 10Y | +1,158.7% | +237.5% | +921.2% | +720.6% |
| All | +714.8% | +7,833.4% | -7,118.6% | +105.4% |
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