+18.9%
IWM vs AMAT
+60.5%
-41.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.0% |
| 7D | +1.0% | -11.2% | +12.2% | +2.9% |
| 30D | +0.2% | -31.9% | +32.1% | +6.5% |
| 3M | -5.6% | -32.3% | +26.7% | +0.3% |
| 6M | +2.7% | -5.4% | +8.1% | -2.2% |
| YTD | +16.2% | +44.3% | -28.1% | -1.9% |
| 1Y | +18.9% | +61.4% | -42.4% | -3.3% |
| All | +18.9% | +60.5% | -41.6% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMAT.
Daily Out/Under-Performance
Portfolio return minus AMAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMAT 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 AMAT 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