+1,650.5%
AMAT vs HWM
+1,494.1%
+156.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -1.5% | -2.1% | +0.6% | -0.9% |
| 30D | -14.8% | -11.0% | -3.8% | -10.6% |
| 3M | -9.3% | +4.0% | -13.3% | -11.2% |
| 6M | +27.4% | -0.2% | +27.6% | +26.8% |
| YTD | +77.6% | +26.7% | +50.9% | +58.7% |
| 1Y | +188.9% | +44.7% | +144.2% | +142.9% |
| 3Y | +202.3% | +426.1% | -223.8% | +38.9% |
| 5Y | +248.9% | +738.5% | -489.6% | +31.7% |
| All | +1,650.5% | +1,494.1% | +156.4% | +401.1% |
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