+59.3%
AMAT vs W
+4.6%
+54.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.3% | +1.4% |
| 7D | -2.5% | +1.1% | -3.5% | -2.5% |
| 30D | -26.5% | +6.4% | -32.9% | -27.4% |
| 3M | -28.6% | +9.0% | -37.5% | -30.0% |
| 6M | -14.2% | +69.8% | -84.1% | -27.0% |
| YTD | +45.5% | +12.1% | +33.4% | +38.8% |
| 1Y | +59.3% | 0.0% | +59.3% | +55.7% |
| All | +59.3% | +4.6% | +54.7% | +55.7% |
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