+117.1%
AMAT vs P
+237.3%
-120.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -16.4% | +2.8% | -6.7% |
| 7D | -24.3% | -31.9% | +7.6% | -11.2% |
| 30D | -39.8% | -36.5% | -3.3% | -27.5% |
| 3M | -40.2% | +11.6% | -51.8% | -44.2% |
| 6M | -22.1% | +25.2% | -47.3% | -31.5% |
| YTD | +24.7% | +39.4% | -14.8% | +4.1% |
| 1Y | +33.3% | -3.7% | +36.9% | +25.5% |
| 3Y | +133.9% | +167.3% | -33.4% | +25.9% |
| 5Y | +117.1% | +237.3% | -120.3% | +3.7% |
| All | +117.1% | +237.3% | -120.3% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling