+2,922.0%
AMAT vs Z
+25.1%
+2,896.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.9% |
| 7D | -1.5% | -3.0% | +1.5% | -0.7% |
| 30D | -14.8% | -4.2% | -10.6% | -14.3% |
| 3M | -9.3% | -3.7% | -5.6% | -10.2% |
| 6M | +27.4% | -24.5% | +51.9% | +34.8% |
| YTD | +77.6% | -49.3% | +126.9% | +109.5% |
| 1Y | +188.9% | -58.7% | +247.6% | +259.7% |
| 3Y | +202.3% | -34.1% | +236.4% | +210.3% |
| 5Y | +248.9% | -64.5% | +313.4% | +297.9% |
| 10Y | +1,585.2% | -0.5% | +1,585.7% | +1,177.2% |
| All | +2,922.0% | +25.1% | +2,896.9% | +2,022.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling