+153.5%
AMAT vs PL
+28.1%
+125.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.4% | -6.2% | +2.2% |
| 7D | -14.7% | -6.8% | -7.9% | -13.5% |
| 30D | -36.1% | -29.3% | -6.8% | -31.7% |
| 3M | -36.9% | -44.8% | +7.9% | -29.7% |
| 6M | -22.2% | -68.4% | +46.2% | -5.4% |
| YTD | +29.9% | -36.4% | +66.3% | +37.6% |
| 1Y | +43.3% | +0.7% | +42.5% | +38.7% |
| 3Y | +142.7% | +455.3% | -312.6% | +54.3% |
| 5Y | +126.2% | +22.7% | +103.5% | +63.6% |
| All | +153.5% | +28.1% | +125.4% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling