+153.3%
AMAT vs IT
-53.3%
+206.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.7% |
| 7D | +11.4% | +1.1% | +10.3% | +11.4% |
| 30D | -17.0% | -1.8% | -15.2% | -17.3% |
| 3M | -30.6% | +4.8% | -35.4% | -30.9% |
| 6M | -14.9% | +33.0% | -48.0% | -17.9% |
| YTD | +44.7% | -23.8% | +68.5% | +64.2% |
| 1Y | +66.9% | -16.5% | +83.4% | +82.0% |
| 3Y | +153.3% | -53.6% | +206.9% | +248.5% |
| All | +153.3% | -53.3% | +206.6% | +248.5% |
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 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