+96,674.4%
AMAT vs MTB
+7,592.0%
+89,082.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.2% | -11.4% | -12.6% |
| 7D | -24.3% | -1.9% | -22.4% | -23.6% |
| 30D | -39.8% | +0.5% | -40.3% | -39.9% |
| 3M | -40.2% | -12.2% | -28.0% | -36.7% |
| 6M | -22.1% | +3.4% | -25.5% | -23.6% |
| YTD | +24.7% | +11.3% | +13.3% | +18.3% |
| 1Y | +33.3% | +23.3% | +10.0% | +20.9% |
| 3Y | +133.9% | +96.8% | +37.1% | +70.2% |
| 5Y | +117.1% | +65.8% | +51.2% | +65.0% |
| 10Y | +1,158.7% | +140.0% | +1,018.6% | +658.8% |
| All | +96,674.4% | +7,592.0% | +89,082.4% | +15,127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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