+125.3%
AMAT vs IOT
+64.6%
+60.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | -14.7% | -2.6% | -12.1% | -14.3% |
| 30D | -36.1% | +1.2% | -37.3% | -36.3% |
| 3M | -36.9% | +7.2% | -44.1% | -38.1% |
| 6M | -22.2% | +41.7% | -63.9% | -29.6% |
| YTD | +29.9% | +15.6% | +14.3% | +20.5% |
| 1Y | +43.3% | +7.6% | +35.7% | +34.9% |
| 3Y | +142.7% | +69.8% | +72.9% | +93.0% |
| All | +125.3% | +64.6% | +60.7% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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