+10,330.9%
AMAT vs PAAS
+979.4%
+9,351.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.4% | -11.6% | -4.2% |
| 7D | -11.2% | -1.1% | -10.1% | -11.2% |
| 30D | -31.9% | -8.5% | -23.4% | -31.2% |
| 3M | -32.3% | -7.3% | -25.1% | -32.0% |
| 6M | -5.4% | -18.3% | +12.9% | -3.5% |
| YTD | +44.3% | -19.2% | +63.4% | +46.7% |
| 1Y | +61.4% | +26.1% | +35.2% | +56.3% |
| 3Y | +170.6% | +183.6% | -13.0% | +137.3% |
| 5Y | +156.4% | +81.2% | +75.3% | +131.5% |
| 10Y | +1,356.4% | +187.8% | +1,168.6% | +1,110.3% |
| All | +10,330.9% | +979.4% | +9,351.5% | +6,720.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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