+33.3%
AMAT vs PFE
+31.2%
+2.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.6% | -14.4% |
| 7D | -24.3% | -0.2% | -24.1% | -24.1% |
| 30D | -39.8% | +8.7% | -48.4% | -38.3% |
| 3M | -40.2% | +15.8% | -55.9% | -38.1% |
| 6M | -22.1% | +16.8% | -39.0% | -17.9% |
| YTD | +24.7% | +26.2% | -1.5% | +29.9% |
| 1Y | +33.3% | +29.9% | +3.3% | +40.6% |
| All | +33.3% | +31.2% | +2.1% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 1y: compounded portfolio wealth divided by compounded PFE 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…
1y analysis · Full analysis span regression · 6 months rolling