+33.3%
AMAT vs IP
-1.7%
+34.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.0% | -9.6% | -12.9% |
| 7D | -24.3% | -5.0% | -19.3% | -23.6% |
| 30D | -39.8% | +6.5% | -46.3% | -40.4% |
| 3M | -40.2% | -18.0% | -22.1% | -37.9% |
| 6M | -22.1% | +10.3% | -32.4% | -24.7% |
| YTD | +24.7% | -9.9% | +34.6% | +26.6% |
| 1Y | +33.3% | -1.1% | +34.3% | +33.7% |
| All | +33.3% | -1.7% | +34.9% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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