+5,171.2%
AMAT vs MAR
+3,122.8%
+2,048.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.8% | -11.8% | -12.7% |
| 7D | -24.3% | +4.4% | -28.7% | -26.0% |
| 30D | -39.8% | +15.5% | -55.3% | -44.2% |
| 3M | -40.2% | +15.7% | -55.9% | -44.7% |
| 6M | -22.1% | +18.2% | -40.3% | -29.6% |
| YTD | +24.7% | +35.3% | -10.6% | +4.8% |
| 1Y | +33.3% | +48.6% | -15.4% | +6.4% |
| 3Y | +133.9% | +124.3% | +9.5% | +51.2% |
| 5Y | +117.1% | +159.7% | -42.6% | +29.9% |
| 10Y | +1,158.7% | +555.2% | +603.5% | +342.2% |
| All | +5,171.2% | +3,122.8% | +2,048.5% | +624.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling