+117.1%
AMAT vs IR
+42.7%
+74.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -11.4% |
| 7D | -24.3% | +2.3% | -26.6% | -25.5% |
| 30D | -39.8% | +3.3% | -43.1% | -41.3% |
| 3M | -40.2% | -9.0% | -31.1% | -35.7% |
| 6M | -22.1% | +8.0% | -30.1% | -27.4% |
| YTD | +24.7% | +3.4% | +21.3% | +18.5% |
| 1Y | +33.3% | +4.5% | +28.8% | +25.2% |
| 3Y | +133.9% | +25.6% | +108.3% | +85.6% |
| 5Y | +117.1% | +43.8% | +73.3% | +49.0% |
| All | +117.1% | +42.7% | +74.4% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling