+843.2%
AMAT vs IR
+332.9%
+510.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.6% |
| 7D | +11.4% | +2.5% | +8.8% | +9.8% |
| 30D | -17.0% | +9.2% | -26.2% | -21.2% |
| 3M | -30.6% | +0.9% | -31.6% | -31.0% |
| 6M | -14.9% | +19.2% | -34.2% | -23.7% |
| YTD | +44.7% | +7.5% | +37.2% | +37.3% |
| 1Y | +66.9% | +11.7% | +55.2% | +54.3% |
| 3Y | +153.3% | +23.9% | +129.4% | +123.0% |
| 5Y | +146.2% | +46.4% | +99.9% | +95.8% |
| All | +843.2% | +332.9% | +510.3% | +398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling