+247.2%
AMAT vs IT
-40.5%
+287.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.6% | +8.9% | +5.5% |
| 7D | -1.5% | -6.0% | +4.5% | 0.0% |
| 30D | -14.8% | 0.0% | -14.8% | -15.2% |
| 3M | -9.3% | +13.1% | -22.3% | -14.3% |
| 6M | +27.4% | +11.7% | +15.7% | +18.2% |
| YTD | +77.6% | -26.1% | +103.7% | +99.1% |
| 1Y | +188.9% | -21.3% | +210.2% | +207.8% |
| 3Y | +202.3% | -46.7% | +249.0% | +287.8% |
| All | +247.2% | -40.5% | +287.7% | +289.4% |
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