+3,053.3%
AMAT vs MKTX
+1,467.9%
+1,585.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | 0.0% | +11.3% | +11.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -26.9% | +0.7% | -27.6% | -27.0% |
| 3M | -31.2% | +2.4% | -33.6% | -31.6% |
| 6M | -14.7% | +13.5% | -28.2% | -18.3% |
| YTD | +44.7% | -7.2% | +51.9% | +45.0% |
| 1Y | +62.0% | +1.0% | +61.0% | +58.5% |
| 3Y | +165.0% | -23.7% | +188.7% | +168.5% |
| 5Y | +147.1% | -54.4% | +201.5% | +182.4% |
| 10Y | +1,315.3% | +13.2% | +1,302.1% | +1,153.1% |
| All | +3,053.3% | +1,467.9% | +1,585.4% | +1,168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling