+170.1%
AMAT vs PSA
+55.8%
+114.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.1% | +6.1% |
| 7D | +7.0% | -2.1% | +9.0% | +7.1% |
| 30D | -20.6% | +16.2% | -36.8% | -21.6% |
| 3M | -24.8% | +4.3% | -29.1% | -24.8% |
| 6M | -10.7% | +9.9% | -20.6% | -12.1% |
| YTD | +54.3% | +33.3% | +21.0% | +46.1% |
| 1Y | +73.7% | +25.8% | +47.9% | +66.0% |
| All | +170.1% | +55.8% | +114.3% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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