+43.3%
AMAT vs Z
-59.5%
+102.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.7% | +3.9% |
| 7D | -14.7% | -4.6% | -10.2% | -14.7% |
| 30D | -36.1% | +8.3% | -44.4% | -34.8% |
| 3M | -36.9% | -11.6% | -25.2% | -37.0% |
| 6M | -22.2% | -33.6% | +11.4% | -18.5% |
| YTD | +29.9% | -56.7% | +86.6% | +40.9% |
| 1Y | +43.3% | -59.1% | +102.4% | +56.8% |
| All | +43.3% | -59.5% | +102.8% | +56.8% |
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