+169.4%
AMAT vs PL
+459.7%
-290.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -2.1% |
| 7D | -11.2% | -11.7% | +0.5% | -9.2% |
| 30D | -31.9% | -27.1% | -4.7% | -28.0% |
| 3M | -32.3% | -44.6% | +12.2% | -25.3% |
| 6M | -5.4% | -67.2% | +61.8% | +12.7% |
| YTD | +44.3% | -35.9% | +80.1% | +53.3% |
| 1Y | +61.4% | -0.4% | +61.8% | +59.6% |
| All | +169.4% | +459.7% | -290.3% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling