+188.9%
AMAT vs M
+46.1%
+142.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.4% |
| 7D | -1.5% | +4.7% | -6.2% | -3.0% |
| 30D | -14.8% | -9.6% | -5.2% | -11.9% |
| 3M | -9.3% | +0.9% | -10.1% | -10.5% |
| 6M | +27.4% | +22.3% | +5.1% | +16.9% |
| YTD | +77.6% | +6.5% | +71.0% | +67.4% |
| 1Y | +188.9% | +38.8% | +150.2% | +142.6% |
| All | +188.9% | +46.1% | +142.8% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling