+247.2%
AMAT vs W
-63.2%
+310.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.7% |
| 7D | -1.5% | -4.2% | +2.7% | -0.5% |
| 30D | -14.8% | -7.6% | -7.2% | -13.3% |
| 3M | -9.3% | +37.2% | -46.4% | -17.1% |
| 6M | +27.4% | +26.3% | +1.1% | +17.7% |
| YTD | +77.6% | -1.0% | +78.5% | +72.4% |
| 1Y | +188.9% | +20.1% | +168.9% | +163.6% |
| 3Y | +202.3% | +37.8% | +164.5% | +141.6% |
| All | +247.2% | -63.2% | +310.4% | +226.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling