+61.4%
AMAT vs PTC
+0.1%
+61.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.2% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | -31.9% | +1.5% | -33.4% | -31.7% |
| 3M | -32.3% | +37.8% | -70.1% | -27.4% |
| 6M | -5.4% | +41.2% | -46.6% | +7.5% |
| YTD | +44.3% | +12.0% | +32.2% | +73.9% |
| 1Y | +61.4% | +1.6% | +59.7% | +103.3% |
| All | +61.4% | +0.1% | +61.3% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling