+61.4%
AMAT vs MKTX
+5.4%
+56.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.3% |
| 7D | -11.2% | +0.5% | -11.7% | -11.2% |
| 30D | -31.9% | +1.0% | -32.8% | -31.9% |
| 3M | -32.3% | +2.5% | -34.8% | -32.4% |
| 6M | -5.4% | +8.0% | -13.4% | -7.3% |
| YTD | +44.3% | -7.3% | +51.5% | +37.9% |
| 1Y | +61.4% | +4.7% | +56.7% | +57.4% |
| All | +61.4% | +5.4% | +56.0% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling