+12,739.9%
AMAT vs PAAS
+1,235.6%
+11,504.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +4.6% |
| 7D | -1.5% | -2.9% | +1.4% | -1.2% |
| 30D | -14.8% | +6.8% | -21.6% | -15.5% |
| 3M | -9.3% | -2.9% | -6.4% | -9.1% |
| 6M | +27.4% | -16.4% | +43.8% | +29.5% |
| YTD | +77.6% | 0.0% | +77.5% | +76.5% |
| 1Y | +188.9% | +54.3% | +134.6% | +173.5% |
| 3Y | +202.3% | +230.7% | -28.4% | +160.2% |
| 5Y | +248.9% | +111.6% | +137.3% | +209.3% |
| 10Y | +1,585.2% | +211.7% | +1,373.5% | +1,281.8% |
| All | +12,739.9% | +1,235.6% | +11,504.2% | +8,104.7% |
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