+147.1%
AMAT vs Z
-55.0%
+202.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.8% | +7.6% | +10.4% |
| 7D | -1.1% | -5.2% | +4.1% | +0.3% |
| 30D | -26.9% | +5.7% | -32.6% | -28.5% |
| 3M | -31.2% | -8.7% | -22.4% | -30.8% |
| 6M | -14.7% | -26.0% | +11.3% | -9.9% |
| YTD | +44.7% | -55.0% | +99.7% | +75.9% |
| 1Y | +62.0% | -58.0% | +119.9% | +100.6% |
| 3Y | +165.0% | -15.2% | +180.1% | +140.3% |
| 5Y | +147.1% | -53.8% | +200.9% | +147.3% |
| All | +147.1% | -55.0% | +202.1% | +147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling