+38.8%
AMAT vs Q
+56.5%
-17.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.4% | -6.2% | -7.9% |
| 7D | -24.3% | -10.3% | -14.0% | -17.2% |
| 30D | -39.8% | -17.7% | -22.1% | -29.8% |
| 3M | -40.2% | -18.8% | -21.4% | -29.8% |
| 6M | -22.1% | -24.8% | +2.7% | -2.2% |
| YTD | +24.7% | +35.0% | -10.3% | +15.3% |
| 1Y | +33.3% | +10.7% | +22.6% | +30.6% |
| All | +38.8% | +56.5% | -17.7% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling