+203.0%
AMAT vs IP
+21.5%
+181.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.7% |
| 7D | -1.5% | -5.3% | +3.8% | -0.1% |
| 30D | -14.8% | -10.9% | -3.9% | -12.2% |
| 3M | -9.3% | +11.2% | -20.4% | -12.7% |
| 6M | +27.4% | -10.2% | +37.6% | +29.5% |
| YTD | +77.6% | -2.0% | +79.6% | +75.1% |
| 1Y | +188.9% | -19.1% | +208.0% | +201.2% |
| All | +203.0% | +21.5% | +181.5% | +193.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling