+61.4%
AMAT vs Z
-54.2%
+115.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.4% | -12.7% | -1.6% |
| 7D | -11.2% | +10.2% | -21.4% | -9.5% |
| 30D | -31.9% | +23.7% | -55.6% | -29.3% |
| 3M | -32.3% | -6.6% | -25.8% | -31.8% |
| 6M | -5.4% | -23.0% | +17.6% | +0.8% |
| YTD | +44.3% | -50.3% | +94.6% | +59.8% |
| 1Y | +61.4% | -53.6% | +114.9% | +81.4% |
| All | +61.4% | -54.2% | +115.5% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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