+59.3%
AMAT vs S
+37.8%
+21.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.5% | +1.4% | -3.8% | -2.6% |
| 30D | -26.5% | -10.8% | -15.7% | -26.6% |
| 3M | -28.6% | +5.4% | -34.0% | -27.7% |
| 6M | -14.2% | +41.2% | -55.5% | -13.0% |
| YTD | +45.5% | +56.2% | -10.7% | +48.7% |
| 1Y | +59.3% | +36.3% | +23.0% | +68.1% |
| All | +59.3% | +37.8% | +21.5% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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