+137,524.2%
AMAT vs LUMN
+151.3%
+137,372.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +4.2% | -1.4% | +5.6% | +4.4% |
| 30D | -13.5% | +6.7% | -20.3% | -15.1% |
| 3M | -8.6% | -17.6% | +9.0% | -4.9% |
| 6M | +31.6% | +1.6% | +29.9% | +30.0% |
| YTD | +77.3% | -12.4% | +89.6% | +78.1% |
| 1Y | +179.4% | +10.9% | +168.4% | +163.2% |
| 3Y | +215.0% | +379.6% | -164.5% | +54.5% |
| 5Y | +245.8% | -38.0% | +283.8% | +203.3% |
| 10Y | +1,650.3% | -57.0% | +1,707.3% | +1,387.7% |
| All | +137,524.2% | +151.3% | +137,372.9% | +47,700.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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