+43.3%
AMAT vs IR
+5.9%
+37.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.3% |
| 7D | -14.7% | +3.7% | -18.4% | -16.4% |
| 30D | -36.1% | +7.4% | -43.5% | -38.7% |
| 3M | -36.9% | -5.9% | -30.9% | -34.3% |
| 6M | -22.2% | +5.6% | -27.8% | -25.3% |
| YTD | +29.9% | +4.8% | +25.1% | +25.0% |
| 1Y | +43.3% | +6.9% | +36.3% | +37.6% |
| All | +43.3% | +5.9% | +37.4% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling