+126.7%
AMAT vs P
+247.4%
-120.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +2.7% |
| 7D | -14.7% | -23.8% | +9.1% | -4.5% |
| 30D | -36.1% | -36.6% | +0.5% | -23.0% |
| 3M | -36.9% | +10.9% | -47.7% | -40.9% |
| 6M | -22.2% | +30.0% | -52.2% | -32.7% |
| YTD | +29.9% | +44.4% | -14.5% | +6.9% |
| 1Y | +43.3% | +3.9% | +39.3% | +30.7% |
| 3Y | +142.7% | +176.6% | -33.9% | +28.7% |
| All | +126.7% | +247.4% | -120.7% | +6.6% |
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