+158.2%
AMAT vs IT
-43.9%
+202.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -2.5% | -7.5% | +5.0% | -0.9% |
| 30D | -26.5% | -1.2% | -25.4% | -27.1% |
| 3M | -28.6% | -2.2% | -26.4% | -29.6% |
| 6M | -14.2% | +19.1% | -33.3% | -22.6% |
| YTD | +45.5% | -25.1% | +70.6% | +60.2% |
| 1Y | +59.3% | -17.4% | +76.7% | +65.3% |
| 3Y | +153.1% | -54.1% | +207.2% | +263.5% |
| 5Y | +158.2% | -42.7% | +200.8% | +192.2% |
| All | +158.2% | -43.9% | +202.1% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling