+111,876.4%
AMAT vs RF
+1,462.6%
+110,413.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.8% |
| 7D | -11.2% | +2.3% | -13.5% | -11.8% |
| 30D | -31.9% | +7.2% | -39.1% | -33.4% |
| 3M | -32.3% | -8.2% | -24.1% | -30.7% |
| 6M | -5.4% | +7.0% | -12.4% | -7.9% |
| YTD | +44.3% | +10.3% | +34.0% | +39.1% |
| 1Y | +61.4% | +25.1% | +36.3% | +49.5% |
| 3Y | +170.6% | +110.3% | +60.3% | +111.1% |
| 5Y | +156.4% | +47.1% | +109.3% | +121.1% |
| 10Y | +1,356.4% | +297.9% | +1,058.4% | +803.0% |
| All | +111,876.4% | +1,462.6% | +110,413.8% | +19,300.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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