+42.0%
AMAT vs IRE
-98.0%
+140.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -33.9% | +20.4% | -8.6% |
| 7D | -24.3% | -57.1% | +32.9% | -15.6% |
| 30D | -39.8% | -84.4% | +44.6% | -24.2% |
| 3M | -40.2% | -85.0% | +44.8% | -25.8% |
| 6M | -22.1% | -95.2% | +73.1% | +3.1% |
| YTD | +24.7% | -93.9% | +118.6% | +53.1% |
| 1Y | +33.3% | -98.8% | +132.1% | +83.8% |
| All | +42.0% | -98.0% | +140.1% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling