+97.7%
AMAT vs Q
+71.3%
+26.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.1% |
| 7D | -1.5% | +0.2% | -1.7% | -1.7% |
| 30D | -14.8% | -11.1% | -3.7% | -7.5% |
| 3M | -9.3% | -22.1% | +12.9% | +9.6% |
| 6M | +27.4% | +0.5% | +26.9% | +31.7% |
| YTD | +77.6% | +47.8% | +29.8% | +51.9% |
| All | +97.7% | +71.3% | +26.3% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling