+43.3%
AMAT vs RUN
-51.5%
+94.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.1% |
| 7D | -14.7% | +33.4% | -48.1% | -18.8% |
| 30D | -36.1% | +31.1% | -67.2% | -39.1% |
| 3M | -36.9% | +6.4% | -43.3% | -37.7% |
| 6M | -22.2% | -22.2% | 0.0% | -19.1% |
| YTD | +29.9% | -45.8% | +75.7% | +35.4% |
| 1Y | +43.3% | -51.1% | +94.4% | +50.5% |
| All | +43.3% | -51.5% | +94.8% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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