+73.7%
AMAT vs PTC
+10.6%
+63.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.0% |
| 7D | +7.0% | +0.5% | +6.5% | +7.0% |
| 30D | -20.6% | +0.9% | -21.5% | -20.5% |
| 3M | -24.8% | +30.4% | -55.1% | -20.5% |
| 6M | -10.7% | +34.4% | -45.2% | +2.5% |
| YTD | +54.3% | +12.6% | +41.7% | +88.7% |
| 1Y | +73.7% | +10.2% | +63.5% | +115.7% |
| All | +73.7% | +10.6% | +63.1% | +115.7% |
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