+132.8%
AMAT vs PSX
+132.6%
+0.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.8% | -8.7% | -12.4% |
| 7D | -24.3% | -9.7% | -14.6% | -22.5% |
| 30D | -39.8% | -8.4% | -31.4% | -38.7% |
| 3M | -40.2% | +22.6% | -62.8% | -43.5% |
| 6M | -22.1% | +38.8% | -60.9% | -29.1% |
| YTD | +24.7% | +95.5% | -70.8% | -1.4% |
| 1Y | +33.3% | +87.1% | -53.9% | +6.9% |
| All | +132.8% | +132.6% | +0.2% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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