+137,736.4%
AMAT vs RF
+1,537.4%
+136,199.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | -14.8% | -3.6% | -11.2% | -13.8% |
| 3M | -9.3% | +8.1% | -17.4% | -11.7% |
| 6M | +27.4% | +11.5% | +15.9% | +22.8% |
| YTD | +77.6% | +15.6% | +62.0% | +69.0% |
| 1Y | +188.9% | +15.7% | +173.3% | +174.4% |
| 3Y | +202.3% | +86.9% | +115.4% | +143.8% |
| 5Y | +248.9% | +89.8% | +159.1% | +178.6% |
| 10Y | +1,585.2% | +344.7% | +1,240.5% | +913.3% |
| All | +137,736.4% | +1,537.4% | +136,199.0% | +23,477.1% |
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