+43.3%
AMAT vs W
+10.8%
+32.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.7% | +4.5% |
| 7D | -14.7% | -3.6% | -11.1% | -13.9% |
| 30D | -36.1% | +7.0% | -43.1% | -36.9% |
| 3M | -36.9% | +7.4% | -44.2% | -37.9% |
| 6M | -22.2% | +69.3% | -91.5% | -33.3% |
| YTD | +29.9% | +11.3% | +18.6% | +23.4% |
| 1Y | +43.3% | +13.2% | +30.0% | +36.1% |
| All | +43.3% | +10.8% | +32.4% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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