+8,914.8%
AMAT vs PAAS
+955.7%
+7,959.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.2% | -11.4% | -13.3% |
| 7D | -24.3% | -0.4% | -23.9% | -24.3% |
| 30D | -39.8% | -11.6% | -28.2% | -39.0% |
| 3M | -40.2% | -15.6% | -24.6% | -39.1% |
| 6M | -22.1% | -19.1% | -3.0% | -20.4% |
| YTD | +24.7% | -20.9% | +45.6% | +27.2% |
| 1Y | +33.3% | +21.3% | +12.0% | +29.7% |
| 3Y | +133.9% | +177.4% | -43.5% | +105.7% |
| 5Y | +117.1% | +71.3% | +45.7% | +97.2% |
| 10Y | +1,158.7% | +181.5% | +977.2% | +949.0% |
| All | +8,914.8% | +955.7% | +7,959.1% | +5,811.8% |
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