+43.3%
AMAT vs M
+15.5%
+27.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.8% | +5.4% |
| 7D | -14.7% | -4.3% | -10.4% | -13.5% |
| 30D | -36.1% | +1.3% | -37.4% | -36.3% |
| 3M | -36.9% | -7.4% | -29.5% | -35.4% |
| 6M | -22.2% | +18.3% | -40.5% | -27.3% |
| YTD | +29.9% | +7.6% | +22.4% | +21.0% |
| 1Y | +43.3% | +17.4% | +25.9% | +27.9% |
| All | +43.3% | +15.5% | +27.8% | +27.9% |
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