+43.3%
AMAT vs MA
+19.4%
+23.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.0% |
| 7D | -14.7% | +2.3% | -17.0% | -13.4% |
| 30D | -36.1% | +14.7% | -50.8% | -31.0% |
| 3M | -36.9% | +13.5% | -50.4% | -31.8% |
| 6M | -22.2% | +33.1% | -55.3% | -9.2% |
| YTD | +29.9% | +15.1% | +14.9% | +52.2% |
| 1Y | +43.3% | +18.7% | +24.5% | +69.1% |
| All | +43.3% | +19.4% | +23.9% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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