+169.4%
AMAT vs PR
+69.4%
+100.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.3% | -1.6% |
| 7D | -11.2% | -12.1% | +0.9% | -8.2% |
| 30D | -31.9% | +0.9% | -32.8% | -32.2% |
| 3M | -32.3% | +10.1% | -42.5% | -34.7% |
| 6M | -5.4% | +1.1% | -6.5% | -6.6% |
| YTD | +44.3% | +63.7% | -19.4% | +17.8% |
| 1Y | +61.4% | +87.0% | -25.7% | +24.1% |
| All | +169.4% | +69.4% | +100.0% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling