+203.0%
AMAT vs FIVE
+50.0%
+153.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.8% | +3.0% |
| 7D | -1.5% | +4.3% | -5.8% | -2.6% |
| 30D | -14.8% | +12.5% | -27.3% | -17.7% |
| 3M | -9.3% | +31.2% | -40.5% | -16.0% |
| 6M | +27.4% | +14.4% | +13.0% | +21.4% |
| YTD | +77.6% | +33.9% | +43.7% | +62.4% |
| 1Y | +188.9% | +65.1% | +123.9% | +149.6% |
| All | +203.0% | +50.0% | +153.0% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling