+147.1%
AMAT vs XYZ
-63.1%
+210.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.6% | -3.6% |
| 7D | +11.4% | -1.1% | +12.4% | +11.8% |
| 30D | -17.0% | +11.5% | -28.6% | -20.2% |
| 3M | -30.6% | +1.8% | -32.4% | -31.5% |
| 6M | -14.9% | +21.2% | -36.2% | -21.4% |
| YTD | +44.7% | +29.9% | +14.7% | +29.1% |
| 1Y | +66.9% | +35.8% | +31.1% | +46.3% |
| 3Y | +153.3% | +62.6% | +90.7% | +93.3% |
| All | +147.1% | -63.1% | +210.2% | +201.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling