+102.3%
AMAT vs IRE
-84.4%
+186.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +14.0% | -9.7% | +2.4% |
| 7D | -1.5% | +54.8% | -56.3% | -7.5% |
| 30D | -14.8% | +18.4% | -33.2% | -18.0% |
| 3M | -9.3% | -66.7% | +57.5% | -3.7% |
| 6M | +27.4% | -52.3% | +79.7% | +24.2% |
| YTD | +77.6% | -52.3% | +129.9% | +69.2% |
| All | +102.3% | -84.4% | +186.7% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling