+126.7%
AMAT vs MAR
+155.0%
-28.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | +4.3% | -19.0% | -17.1% |
| 30D | -36.1% | +16.8% | -52.9% | -42.4% |
| 3M | -36.9% | +16.0% | -52.9% | -42.9% |
| 6M | -22.2% | +16.5% | -38.6% | -31.1% |
| YTD | +29.9% | +35.0% | -5.1% | +2.8% |
| 1Y | +43.3% | +49.4% | -6.1% | +4.8% |
| 3Y | +142.7% | +124.1% | +18.6% | +29.3% |
| All | +126.7% | +155.0% | -28.3% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling