+117.1%
AMAT vs IP
-12.5%
+129.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.0% | -9.6% | -12.1% |
| 7D | -24.3% | -5.0% | -19.3% | -22.8% |
| 30D | -39.8% | +6.5% | -46.3% | -41.3% |
| 3M | -40.2% | -18.0% | -22.1% | -35.9% |
| 6M | -22.1% | +10.3% | -32.4% | -26.6% |
| YTD | +24.7% | -9.9% | +34.6% | +25.3% |
| 1Y | +33.3% | -1.1% | +34.3% | +28.1% |
| 3Y | +133.9% | +13.0% | +120.9% | +93.6% |
| 5Y | +117.1% | -12.3% | +129.3% | +109.4% |
| All | +117.1% | -12.5% | +129.5% | +109.4% |
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 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