+1,111.0%
AMAT vs PR
+62.9%
+1,048.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.9% | -8.7% | -13.1% |
| 7D | -24.3% | -16.5% | -7.7% | -22.8% |
| 30D | -39.8% | -4.5% | -35.3% | -39.5% |
| 3M | -40.2% | +8.5% | -48.7% | -40.8% |
| 6M | -22.1% | -3.3% | -18.8% | -22.1% |
| YTD | +24.7% | +55.7% | -31.0% | +18.2% |
| 1Y | +33.3% | +82.0% | -48.8% | +24.1% |
| 3Y | +133.9% | +62.5% | +71.4% | +119.4% |
| 5Y | +117.1% | +223.9% | -106.9% | +88.0% |
| All | +1,111.0% | +62.9% | +1,048.1% | +1,024.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling