+126.7%
AMAT vs IT
-43.2%
+169.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.0% | +8.2% | +5.0% |
| 7D | -14.7% | -16.9% | +2.2% | -11.8% |
| 30D | -36.1% | +2.3% | -38.4% | -37.2% |
| 3M | -36.9% | +2.9% | -39.7% | -38.6% |
| 6M | -22.2% | +25.9% | -48.0% | -31.5% |
| YTD | +29.9% | -24.6% | +54.6% | +42.8% |
| 1Y | +43.3% | -16.0% | +59.3% | +47.4% |
| 3Y | +142.7% | -51.6% | +194.2% | +236.3% |
| All | +126.7% | -43.2% | +169.9% | +159.5% |
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 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