+1,773.5%
AMAT vs W
+210.4%
+1,563.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.7% | +4.5% |
| 7D | -14.7% | -3.6% | -11.1% | -14.1% |
| 30D | -36.1% | +7.0% | -43.1% | -37.1% |
| 3M | -36.9% | +7.4% | -44.2% | -38.0% |
| 6M | -22.2% | +69.3% | -91.5% | -31.5% |
| YTD | +29.9% | +11.3% | +18.6% | +23.3% |
| 1Y | +43.3% | +13.2% | +30.0% | +34.8% |
| 3Y | +142.7% | +142.0% | +0.6% | +80.9% |
| 5Y | +126.2% | -54.6% | +180.8% | +101.1% |
| 10Y | +1,211.7% | +243.7% | +968.0% | +658.4% |
| All | +1,773.5% | +210.4% | +1,563.1% | +991.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling