+58.5%
AMAT vs XYZ
+32.9%
+25.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.6% | +7.8% | +10.8% |
| 7D | -1.1% | +14.9% | -16.0% | -2.9% |
| 30D | -26.9% | +14.7% | -41.6% | -28.3% |
| 3M | -31.2% | +12.1% | -43.3% | -32.4% |
| 6M | -14.7% | +18.3% | -33.0% | -18.0% |
| YTD | +44.7% | +36.1% | +8.6% | +36.4% |
| All | +58.5% | +32.9% | +25.6% | +50.1% |
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