+153.1%
AMAT vs IR
+28.5%
+124.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.4% |
| 7D | -2.5% | +1.5% | -4.0% | -3.1% |
| 30D | -26.5% | +9.0% | -35.6% | -31.0% |
| 3M | -28.6% | -0.9% | -27.7% | -28.0% |
| 6M | -14.2% | +13.4% | -27.7% | -22.6% |
| YTD | +45.5% | +8.5% | +37.0% | +33.5% |
| 1Y | +59.3% | +11.3% | +48.1% | +42.8% |
| 3Y | +153.1% | +26.0% | +127.1% | +88.5% |
| All | +153.1% | +28.5% | +124.6% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling