+132.8%
AMAT vs PH
+128.8%
+4.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.0% | -11.6% | -11.9% |
| 7D | -24.3% | -3.9% | -20.4% | -21.5% |
| 30D | -39.8% | -9.4% | -30.4% | -34.3% |
| 3M | -40.2% | -10.3% | -29.9% | -34.4% |
| 6M | -22.1% | +2.7% | -24.8% | -23.0% |
| YTD | +24.7% | +2.1% | +22.5% | +24.1% |
| 1Y | +33.3% | +16.2% | +17.0% | +19.2% |
| All | +132.8% | +128.8% | +4.0% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling