+100,756.0%
AMAT vs PSA
+16,026.4%
+84,729.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.5% |
| 7D | -14.7% | +3.9% | -18.6% | -15.9% |
| 30D | -36.1% | +19.7% | -55.8% | -40.2% |
| 3M | -36.9% | +4.3% | -41.1% | -38.1% |
| 6M | -22.2% | +11.4% | -33.6% | -26.1% |
| YTD | +29.9% | +33.9% | -4.0% | +15.6% |
| 1Y | +43.3% | +28.3% | +15.0% | +29.2% |
| 3Y | +142.7% | +53.5% | +89.2% | +101.1% |
| 5Y | +126.2% | +30.6% | +95.6% | +97.4% |
| 10Y | +1,211.7% | +145.8% | +1,066.0% | +793.4% |
| All | +100,756.0% | +16,026.4% | +84,729.6% | +26,229.0% |
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 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