+117.1%
AMAT vs PL
+11.6%
+105.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -10.1% | -3.5% | -11.6% |
| 7D | -24.3% | -20.5% | -3.7% | -20.8% |
| 30D | -39.8% | -38.8% | -1.0% | -33.9% |
| 3M | -40.2% | -49.1% | +8.9% | -32.3% |
| 6M | -22.1% | -69.4% | +47.3% | -4.5% |
| YTD | +24.7% | -42.3% | +67.0% | +34.5% |
| 1Y | +33.3% | -14.2% | +47.5% | +32.9% |
| 3Y | +133.9% | +398.7% | -264.8% | +51.8% |
| 5Y | +117.1% | +11.1% | +105.9% | +66.6% |
| All | +117.1% | +11.6% | +105.5% | +66.6% |
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