+2,716.6%
AMAT vs XYZ
+638.9%
+2,077.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.6% |
| 7D | -1.5% | -1.0% | -0.5% | -1.3% |
| 30D | -14.8% | -1.7% | -13.1% | -14.7% |
| 3M | -9.3% | +16.7% | -26.0% | -14.8% |
| 6M | +27.4% | +26.9% | +0.5% | +15.6% |
| YTD | +77.6% | +27.1% | +50.4% | +59.0% |
| 1Y | +188.9% | +9.3% | +179.7% | +171.2% |
| 3Y | +202.3% | +42.3% | +160.0% | +138.0% |
| 5Y | +248.9% | -69.3% | +318.2% | +326.7% |
| 10Y | +1,585.2% | +586.8% | +998.4% | +698.8% |
| All | +2,716.6% | +638.9% | +2,077.7% | +1,134.7% |
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