+33.3%
AMAT vs P
-1.7%
+35.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -16.4% | +2.8% | -6.9% |
| 7D | -24.3% | -31.9% | +7.6% | -11.9% |
| 30D | -39.8% | -36.5% | -3.3% | -28.4% |
| 3M | -40.2% | +11.6% | -51.8% | -43.7% |
| 6M | -22.1% | +25.2% | -47.3% | -30.9% |
| YTD | +24.7% | +39.4% | -14.8% | +6.8% |
| 1Y | +33.3% | -3.7% | +36.9% | +19.7% |
| All | +33.3% | -1.7% | +35.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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