+1,322.1%
AMAT vs HWM
+1,213.0%
+109.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -1.3% |
| 7D | -11.2% | +9.4% | -20.6% | -15.0% |
| 30D | -31.9% | -7.0% | -24.9% | -29.8% |
| 3M | -32.3% | -25.9% | -6.5% | -23.5% |
| 6M | -5.4% | -10.8% | +5.4% | -1.9% |
| YTD | +44.3% | +4.3% | +39.9% | +39.6% |
| 1Y | +61.4% | +4.4% | +57.0% | +56.0% |
| 3Y | +170.6% | +348.8% | -178.2% | +32.7% |
| 5Y | +156.4% | +598.5% | -442.0% | +4.5% |
| 10Y | +1,356.4% | +1,551.7% | -195.3% | +353.2% |
| All | +1,322.1% | +1,213.0% | +109.1% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling