+840.4%
AMAT vs IR
+328.3%
+512.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.0% |
| 7D | -11.2% | +11.6% | -22.8% | -17.1% |
| 30D | -31.9% | +7.2% | -39.0% | -34.8% |
| 3M | -32.3% | -5.9% | -26.5% | -30.1% |
| 6M | -5.4% | +11.5% | -16.9% | -12.0% |
| YTD | +44.3% | +6.3% | +37.9% | +37.2% |
| 1Y | +61.4% | +9.1% | +52.3% | +50.9% |
| 3Y | +170.6% | +29.2% | +141.4% | +132.0% |
| 5Y | +156.4% | +48.2% | +108.3% | +102.3% |
| All | +840.4% | +328.3% | +512.1% | +397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling