+144.3%
IWM vs AMAT
+1,341.6%
-1,197.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +1.9% | -0.5% |
| 7D | +2.8% | +19.3% | -16.6% | -3.1% |
| 30D | +0.6% | -17.9% | +18.6% | +6.2% |
| 3M | -7.8% | -30.4% | +22.7% | +1.9% |
| 6M | -1.0% | -11.4% | +10.5% | -2.5% |
| YTD | +13.9% | +48.8% | -34.9% | -7.9% |
| 1Y | +15.4% | +66.0% | -50.6% | -10.4% |
| 3Y | +70.2% | +158.8% | -88.6% | +5.9% |
| 5Y | +23.7% | +153.2% | -129.5% | -26.1% |
| All | +144.3% | +1,341.6% | -1,197.3% | -24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling