+156.4%
AMAT vs IP
-10.3%
+166.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.8% |
| 7D | -11.2% | +3.4% | -14.6% | -12.4% |
| 30D | -31.9% | +11.2% | -43.1% | -34.7% |
| 3M | -32.3% | -14.8% | -17.6% | -28.7% |
| 6M | -5.4% | +17.3% | -22.7% | -13.0% |
| YTD | +44.3% | -6.2% | +50.4% | +42.6% |
| 1Y | +61.4% | +2.3% | +59.0% | +53.0% |
| 3Y | +170.6% | +17.7% | +152.9% | +120.3% |
| 5Y | +156.4% | -8.4% | +164.9% | +143.3% |
| All | +156.4% | -10.3% | +166.8% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling