+29,072.5%
AMAT vs IT
+5,548.9%
+23,523.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.3% |
| 7D | +6.9% | -9.1% | +16.1% | +9.9% |
| 30D | -10.1% | -12.2% | +2.0% | -7.0% |
| 3M | -6.0% | +7.8% | -13.8% | -12.6% |
| 6M | +38.6% | +2.0% | +36.7% | +28.8% |
| YTD | +83.1% | -32.7% | +115.8% | +93.5% |
| 1Y | +188.3% | -31.1% | +219.4% | +200.2% |
| 3Y | +225.3% | -52.1% | +277.4% | +277.7% |
| 5Y | +262.0% | -46.3% | +308.2% | +306.6% |
| 10Y | +1,707.5% | +91.4% | +1,616.1% | +1,202.8% |
| All | +29,072.5% | +5,548.9% | +23,523.6% | +5,883.6% |
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