+26.4%
IWM vs AMAT
+193.2%
-166.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.5% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | -1.3% | -14.8% | +13.5% | +1.5% |
| 3M | +1.6% | -9.3% | +10.9% | +0.4% |
| 6M | +13.6% | +27.4% | -13.8% | +1.9% |
| YTD | +20.8% | +77.6% | -56.8% | -1.5% |
| 1Y | +26.4% | +188.9% | -162.5% | -11.1% |
| All | +26.4% | +193.2% | -166.8% | -11.1% |
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