+111,876.4%
AMAT vs PPL
+2,153.2%
+109,723.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.2% | +1.8% | -13.0% | -11.8% |
| 30D | -31.9% | +8.4% | -40.3% | -34.1% |
| 3M | -32.3% | +2.4% | -34.7% | -33.2% |
| 6M | -5.4% | -4.0% | -1.4% | -4.8% |
| YTD | +44.3% | +4.5% | +39.8% | +40.2% |
| 1Y | +61.4% | +1.7% | +59.6% | +58.2% |
| 3Y | +170.6% | +55.5% | +115.1% | +119.8% |
| 5Y | +156.4% | +47.0% | +109.4% | +112.5% |
| 10Y | +1,356.4% | +62.4% | +1,294.0% | +1,031.7% |
| All | +111,876.4% | +2,153.2% | +109,723.2% | +27,873.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 all: compounded portfolio wealth divided by compounded PPL 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…
all analysis · Full analysis span regression · 6 months rolling