+153.3%
AMAT vs WY
-23.6%
+176.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.5% | -3.0% |
| 7D | +11.4% | -0.8% | +12.2% | +11.5% |
| 30D | -17.0% | +10.1% | -27.2% | -18.8% |
| 3M | -30.6% | -15.4% | -15.2% | -27.7% |
| 6M | -14.9% | -8.3% | -6.6% | -14.1% |
| YTD | +44.7% | -9.8% | +54.5% | +46.0% |
| 1Y | +66.9% | -3.9% | +70.8% | +64.3% |
| 3Y | +153.3% | -23.3% | +176.6% | +164.6% |
| All | +153.3% | -23.6% | +176.9% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling