+117.1%
AMAT vs Z
-54.8%
+171.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -10.6% | -2.9% | -11.0% |
| 7D | -24.3% | -2.3% | -22.0% | -23.9% |
| 30D | -39.8% | +9.4% | -49.1% | -41.7% |
| 3M | -40.2% | -16.1% | -24.1% | -38.5% |
| 6M | -22.1% | -30.4% | +8.3% | -16.3% |
| YTD | +24.7% | -55.6% | +80.3% | +51.9% |
| 1Y | +33.3% | -58.5% | +91.8% | +65.5% |
| 3Y | +133.9% | -19.6% | +153.5% | +116.0% |
| 5Y | +117.1% | -54.1% | +171.2% | +116.0% |
| All | +117.1% | -54.8% | +171.9% | +116.0% |
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 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