+147.1%
AMAT vs Z
-53.4%
+200.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -3.6% |
| 7D | +11.4% | +0.8% | +10.5% | +11.1% |
| 30D | -17.0% | +5.2% | -22.2% | -18.8% |
| 3M | -30.6% | -17.0% | -13.6% | -28.3% |
| 6M | -14.9% | -22.7% | +7.7% | -11.5% |
| YTD | +44.7% | -56.3% | +101.0% | +76.9% |
| 1Y | +66.9% | -57.7% | +124.5% | +105.5% |
| 3Y | +153.3% | -16.5% | +169.8% | +130.2% |
| All | +147.1% | -53.4% | +200.5% | +146.8% |
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 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