+19,764.2%
AMAT vs IT
+6,493.7%
+13,270.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.4% | -9.2% | -12.2% |
| 7D | -24.3% | -12.0% | -12.3% | -21.5% |
| 30D | -39.8% | +7.1% | -46.9% | -41.8% |
| 3M | -40.2% | +6.3% | -46.4% | -42.9% |
| 6M | -22.1% | +32.5% | -54.6% | -34.3% |
| YTD | +24.7% | -21.5% | +46.2% | +23.0% |
| 1Y | +33.3% | -16.5% | +49.7% | +28.3% |
| 3Y | +133.9% | -48.8% | +182.6% | +162.6% |
| 5Y | +117.1% | -40.2% | +157.3% | +131.5% |
| 10Y | +1,158.7% | +112.1% | +1,046.6% | +762.3% |
| All | +19,764.2% | +6,493.7% | +13,270.5% | +3,702.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling