+61.4%
AMAT vs PL
-0.6%
+62.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -1.8% |
| 7D | -11.2% | -11.7% | +0.5% | -8.5% |
| 30D | -31.9% | -27.1% | -4.7% | -26.8% |
| 3M | -32.3% | -44.6% | +12.2% | -23.0% |
| 6M | -5.4% | -67.2% | +61.8% | +17.2% |
| YTD | +44.3% | -35.9% | +80.1% | +63.5% |
| 1Y | +61.4% | -0.4% | +61.8% | +77.3% |
| All | +61.4% | -0.6% | +62.0% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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