+33.3%
AMAT vs FIVE
+54.7%
-21.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.3% | -9.3% | -12.4% |
| 7D | -24.3% | -1.7% | -22.6% | -23.7% |
| 30D | -39.8% | +14.9% | -54.7% | -41.8% |
| 3M | -40.2% | +7.6% | -47.8% | -41.6% |
| 6M | -22.1% | +6.4% | -28.5% | -23.5% |
| YTD | +24.7% | +28.1% | -3.4% | +9.5% |
| 1Y | +33.3% | +54.7% | -21.5% | +6.2% |
| All | +33.3% | +54.7% | -21.5% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling