+1,829.3%
AMAT vs PR
+160.5%
+1,668.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.3% | -2.6% |
| 7D | -11.2% | -12.1% | +0.9% | -10.1% |
| 30D | -31.9% | +0.9% | -32.8% | -32.0% |
| 3M | -32.3% | +10.1% | -42.5% | -33.2% |
| 6M | -5.4% | +1.1% | -6.5% | -5.9% |
| YTD | +44.3% | +63.7% | -19.4% | +36.0% |
| 1Y | +61.4% | +87.0% | -25.7% | +49.9% |
| 3Y | +170.6% | +70.7% | +99.8% | +152.5% |
| 5Y | +156.4% | +246.8% | -90.4% | +121.0% |
| 10Y | +1,356.4% | +72.6% | +1,283.8% | +1,230.2% |
| All | +1,829.3% | +160.5% | +1,668.8% | +1,659.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling