+1,057.6%
AMAT vs IR
+288.5%
+769.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.5% |
| 7D | -1.5% | -2.8% | +1.3% | +0.3% |
| 30D | -14.8% | -15.1% | +0.3% | -5.9% |
| 3M | -9.3% | +6.1% | -15.3% | -12.7% |
| 6M | +27.4% | -16.8% | +44.2% | +41.9% |
| YTD | +77.6% | -3.5% | +81.1% | +79.8% |
| 1Y | +188.9% | -3.5% | +192.4% | +192.0% |
| 3Y | +202.3% | +9.5% | +192.8% | +185.8% |
| 5Y | +248.9% | +45.1% | +203.8% | +182.3% |
| All | +1,057.6% | +288.5% | +769.1% | +552.2% |
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