+7,407.8%
AMAT vs MAR
+2,498.9%
+4,908.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -1.5% | -4.2% | +2.6% | +0.7% |
| 30D | -14.8% | -6.7% | -8.1% | -11.8% |
| 3M | -9.3% | -12.5% | +3.2% | -3.9% |
| 6M | +27.4% | +0.6% | +26.8% | +25.7% |
| YTD | +77.6% | +9.1% | +68.5% | +67.1% |
| 1Y | +188.9% | +26.2% | +162.7% | +150.9% |
| 3Y | +202.3% | +68.2% | +134.1% | +126.9% |
| 5Y | +248.9% | +163.9% | +85.0% | +108.1% |
| 10Y | +1,585.2% | +420.6% | +1,164.7% | +567.9% |
| All | +7,407.8% | +2,498.9% | +4,908.9% | +1,055.1% |
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