+214.0%
AMAT vs MAR
+71.3%
+142.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -1.5% | -4.2% | +2.6% | +0.9% |
| 30D | -14.8% | -6.7% | -8.1% | -11.4% |
| 3M | -9.3% | -12.5% | +3.2% | -3.1% |
| 6M | +27.4% | +0.6% | +26.8% | +23.6% |
| YTD | +77.6% | +9.1% | +68.5% | +61.6% |
| 1Y | +188.9% | +26.2% | +162.7% | +134.5% |
| All | +214.0% | +71.3% | +142.7% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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