+43.3%
AMAT vs IRE
-98.3%
+141.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +39.6% | -35.4% | -1.7% |
| 7D | -14.7% | -27.2% | +12.5% | -12.6% |
| 30D | -36.1% | -75.1% | +39.0% | -25.1% |
| 3M | -36.9% | -77.9% | +41.0% | -26.4% |
| 6M | -22.2% | -94.6% | +72.4% | -0.1% |
| YTD | +29.9% | -91.5% | +121.5% | +52.5% |
| 1Y | +43.3% | -97.8% | +141.1% | +74.7% |
| All | +43.3% | -98.3% | +141.6% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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