+123.1%
AMAT vs WOLF
+57.5%
+65.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.6% | -1.3% | +3.1% |
| 7D | -1.5% | +9.7% | -11.2% | -3.5% |
| 30D | -14.8% | +12.5% | -27.3% | -17.6% |
| 3M | -9.3% | -57.7% | +48.5% | +2.8% |
| 6M | +27.4% | +37.7% | -10.3% | +16.3% |
| YTD | +77.6% | +62.8% | +14.7% | +57.9% |
| All | +123.1% | +57.5% | +65.6% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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