+247.2%
AMAT vs PR
+433.6%
-186.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.7% |
| 7D | -1.5% | +2.9% | -4.4% | -2.3% |
| 30D | -14.8% | +18.0% | -32.8% | -18.4% |
| 3M | -9.3% | +16.9% | -26.1% | -13.1% |
| 6M | +27.4% | +28.2% | -0.8% | +18.0% |
| YTD | +77.6% | +69.3% | +8.2% | +52.0% |
| 1Y | +188.9% | +69.5% | +119.4% | +146.0% |
| 3Y | +202.3% | +81.7% | +120.6% | +147.5% |
| All | +247.2% | +433.6% | -186.4% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling