+1,961.0%
AMAT vs XYZ
+663.2%
+1,297.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.6% |
| 7D | -14.7% | +12.1% | -26.9% | -18.4% |
| 30D | -36.1% | +12.4% | -48.5% | -39.0% |
| 3M | -36.9% | +8.2% | -45.0% | -39.2% |
| 6M | -22.2% | +20.7% | -42.9% | -28.5% |
| YTD | +29.9% | +31.3% | -1.4% | +14.2% |
| 1Y | +43.3% | +20.5% | +22.7% | +29.2% |
| 3Y | +142.7% | +72.6% | +70.0% | +78.1% |
| 5Y | +126.2% | -64.0% | +190.2% | +160.1% |
| 10Y | +1,211.7% | +601.8% | +609.9% | +511.4% |
| All | +1,961.0% | +663.2% | +1,297.7% | +786.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling