+247.2%
AMAT vs PL
+82.7%
+164.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.5% |
| 7D | -1.5% | -9.3% | +7.8% | +0.2% |
| 30D | -14.8% | -18.9% | +4.1% | -11.5% |
| 3M | -9.3% | -58.4% | +49.1% | +5.2% |
| 6M | +27.4% | -30.3% | +57.7% | +32.9% |
| YTD | +77.6% | -8.1% | +85.7% | +75.9% |
| 1Y | +188.9% | +180.5% | +8.4% | +129.3% |
| 3Y | +202.3% | +444.1% | -241.9% | +93.4% |
| All | +247.2% | +82.7% | +164.6% | +117.7% |
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