+142.7%
AMAT vs MA
+71.7%
+71.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | -14.7% | +2.3% | -17.0% | -14.9% |
| 30D | -36.1% | +14.7% | -50.8% | -37.6% |
| 3M | -36.9% | +13.5% | -50.4% | -38.3% |
| 6M | -22.2% | +33.1% | -55.3% | -27.8% |
| YTD | +29.9% | +15.1% | +14.9% | +29.1% |
| 1Y | +43.3% | +18.7% | +24.5% | +39.3% |
| 3Y | +142.7% | +72.1% | +70.6% | +61.6% |
| All | +142.7% | +71.7% | +71.0% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling