+73.7%
AMAT vs IAG
+34.9%
+38.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.4% | +8.5% | +6.8% |
| 7D | +7.0% | +3.4% | +3.5% | +5.8% |
| 30D | -20.6% | -2.7% | -17.9% | -20.1% |
| 3M | -24.8% | -0.5% | -24.3% | -25.3% |
| 6M | -10.7% | -4.8% | -5.9% | -12.4% |
| YTD | +54.3% | +9.6% | +44.7% | +48.8% |
| 1Y | +73.7% | +32.2% | +41.5% | +53.5% |
| All | +73.7% | +34.9% | +38.9% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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