+193.4%
AMAT vs XYZ
+6.7%
+186.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +4.7% |
| 7D | +7.0% | +2.9% | +4.2% | +6.2% |
| 30D | -12.2% | +1.4% | -13.6% | -12.7% |
| 3M | -3.8% | +14.6% | -18.4% | -8.2% |
| 6M | +45.9% | +20.8% | +25.2% | +36.3% |
| YTD | +84.6% | +23.1% | +61.6% | +74.2% |
| 1Y | +193.4% | +5.6% | +187.7% | +194.5% |
| All | +193.4% | +6.7% | +186.6% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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