+33.3%
AMAT vs MA
+19.4%
+13.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.5% | -11.1% | -14.8% |
| 7D | -24.3% | +3.2% | -27.5% | -22.8% |
| 30D | -39.8% | +15.9% | -55.7% | -34.6% |
| 3M | -40.2% | +15.2% | -55.3% | -35.0% |
| 6M | -22.1% | +32.4% | -54.5% | -8.9% |
| YTD | +24.7% | +15.6% | +9.0% | +46.3% |
| 1Y | +33.3% | +19.3% | +14.0% | +57.6% |
| All | +33.3% | +19.4% | +13.9% | +57.6% |
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