+58.5%
AMAT vs IT
-17.3%
+75.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.5% |
| 7D | -1.1% | -18.8% | +17.7% | -6.8% |
| 30D | -26.9% | -0.1% | -26.8% | -26.4% |
| 3M | -31.2% | +2.9% | -34.1% | -29.3% |
| 6M | -14.7% | +20.4% | -35.1% | -3.6% |
| YTD | +44.7% | -24.3% | +69.0% | +59.0% |
| All | +58.5% | -17.3% | +75.8% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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