+2,648.1%
AMAT vs P
+557.5%
+2,090.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | -1.3% |
| 7D | -11.2% | -19.4% | +8.2% | -3.6% |
| 30D | -31.9% | -22.3% | -9.6% | -25.2% |
| 3M | -32.3% | +33.2% | -65.5% | -40.9% |
| 6M | -5.4% | +53.6% | -59.0% | -22.4% |
| YTD | +44.3% | +66.8% | -22.5% | +13.9% |
| 1Y | +61.4% | +17.5% | +43.8% | +41.8% |
| 3Y | +170.6% | +219.7% | -49.1% | +49.3% |
| 5Y | +156.4% | +307.8% | -151.3% | +25.9% |
| 10Y | +1,356.4% | +855.3% | +501.1% | +443.2% |
| All | +2,648.1% | +557.5% | +2,090.6% | +932.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling