+165.0%
AMAT vs IT
-52.4%
+217.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.4% |
| 7D | -1.1% | -18.8% | +17.7% | -1.2% |
| 30D | -26.9% | -0.1% | -26.8% | -27.1% |
| 3M | -31.2% | +2.9% | -34.1% | -31.5% |
| 6M | -14.7% | +20.4% | -35.1% | -15.8% |
| YTD | +44.7% | -24.3% | +69.0% | +64.3% |
| 1Y | +62.0% | -17.2% | +79.1% | +76.7% |
| 3Y | +165.0% | -52.4% | +217.4% | +247.0% |
| All | +165.0% | -52.4% | +217.3% | +247.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling