+132.8%
AMAT vs IAG
+573.1%
-440.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.2% | -13.7% | -13.6% |
| 7D | -24.3% | +4.5% | -28.8% | -25.1% |
| 30D | -39.8% | -5.7% | -34.1% | -39.2% |
| 3M | -40.2% | +10.1% | -50.3% | -41.7% |
| 6M | -22.1% | +7.3% | -29.4% | -23.9% |
| YTD | +24.7% | +6.1% | +18.5% | +21.6% |
| 1Y | +33.3% | +46.8% | -13.5% | +24.2% |
| All | +132.8% | +573.1% | -440.2% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling