+1,109.3%
AMAT vs MET
+1,300.1%
-190.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.0% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | -14.8% | +1.4% | -16.2% | -15.5% |
| 3M | -9.3% | +17.7% | -27.0% | -16.0% |
| 6M | +27.4% | +35.0% | -7.6% | +11.3% |
| YTD | +77.6% | +26.3% | +51.3% | +59.0% |
| 1Y | +188.9% | +22.8% | +166.1% | +160.8% |
| 3Y | +202.3% | +65.9% | +136.4% | +138.4% |
| 5Y | +248.9% | +85.4% | +163.5% | +162.5% |
| 10Y | +1,585.2% | +253.7% | +1,331.5% | +862.6% |
| All | +1,109.3% | +1,300.1% | -190.9% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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