+17.1%
IWM vs AMAT
+70.8%
-53.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | -0.1% |
| 7D | -0.3% | +7.0% | -7.3% | -1.7% |
| 30D | +1.9% | -20.6% | +22.5% | +5.2% |
| 3M | -5.7% | -24.8% | +19.1% | -1.9% |
| 6M | -0.3% | -10.7% | +10.4% | -3.3% |
| YTD | +15.8% | +54.3% | -38.5% | -3.6% |
| 1Y | +17.1% | +73.7% | -56.6% | -6.6% |
| All | +17.1% | +70.8% | -53.7% | -6.6% |
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