+156.4%
AMAT vs PL
+24.5%
+131.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -2.1% |
| 7D | -11.2% | -11.7% | +0.5% | -9.1% |
| 30D | -31.9% | -27.1% | -4.7% | -27.8% |
| 3M | -32.3% | -44.6% | +12.2% | -24.8% |
| 6M | -5.4% | -67.2% | +61.8% | +14.1% |
| YTD | +44.3% | -35.9% | +80.1% | +52.3% |
| 1Y | +61.4% | -0.4% | +61.8% | +56.3% |
| 3Y | +170.6% | +454.8% | -284.2% | +71.8% |
| 5Y | +156.4% | +24.8% | +131.7% | +92.6% |
| All | +156.4% | +24.5% | +131.9% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling