+132.8%
AMAT vs HWM
+320.3%
-187.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.9% | -7.6% | -10.7% |
| 7D | -24.3% | -2.4% | -21.8% | -23.2% |
| 30D | -39.8% | -13.3% | -26.5% | -35.6% |
| 3M | -40.2% | -31.0% | -9.1% | -29.3% |
| 6M | -22.1% | -17.1% | -5.0% | -16.2% |
| YTD | +24.7% | -1.9% | +26.5% | +24.0% |
| 1Y | +33.3% | -2.4% | +35.7% | +32.8% |
| All | +132.8% | +320.3% | -187.5% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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