+73.7%
AMAT vs Z
-59.6%
+133.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +6.2% |
| 7D | +7.0% | -13.1% | +20.0% | +5.0% |
| 30D | -20.6% | +5.9% | -26.4% | -19.3% |
| 3M | -24.8% | -13.7% | -11.1% | -25.0% |
| 6M | -10.7% | -27.1% | +16.4% | -7.4% |
| YTD | +54.3% | -56.8% | +111.1% | +68.8% |
| 1Y | +73.7% | -60.2% | +133.9% | +94.0% |
| All | +73.7% | -59.6% | +133.3% | +94.0% |
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