+64.4%
AMAT vs IRE
-97.0%
+161.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.2% | +20.0% | 0.0% |
| 7D | -11.2% | -46.8% | +35.6% | -4.1% |
| 30D | -31.9% | -75.5% | +43.6% | -19.4% |
| 3M | -32.3% | -79.4% | +47.1% | -19.7% |
| 6M | -5.4% | -91.3% | +85.9% | +15.9% |
| YTD | +44.3% | -90.8% | +135.1% | +67.4% |
| 1Y | +61.4% | -97.7% | +159.1% | +104.4% |
| All | +64.4% | -97.0% | +161.4% | +99.8% |
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