+119,660.7%
AMAT vs PSA
+15,943.7%
+103,717.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.1% | +6.1% |
| 7D | +7.0% | -2.1% | +9.0% | +7.7% |
| 30D | -20.6% | +16.2% | -36.8% | -24.9% |
| 3M | -24.8% | +4.3% | -29.1% | -26.3% |
| 6M | -10.7% | +9.9% | -20.6% | -14.8% |
| YTD | +54.3% | +33.3% | +21.0% | +37.5% |
| 1Y | +73.7% | +25.8% | +47.9% | +57.8% |
| 3Y | +168.4% | +54.8% | +113.6% | +121.8% |
| 5Y | +167.6% | +27.5% | +140.0% | +135.4% |
| 10Y | +1,425.2% | +134.5% | +1,290.7% | +955.5% |
| All | +119,660.7% | +15,943.7% | +103,717.0% | +31,220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling