+18.4%
IWM vs AMAT
+63.8%
-45.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.1% |
| 7D | +1.4% | +11.4% | -9.9% | -0.5% |
| 30D | +2.3% | -17.0% | +19.3% | +4.9% |
| 3M | -8.3% | -30.6% | +22.3% | -3.3% |
| 6M | -1.3% | -14.9% | +13.6% | -3.6% |
| YTD | +13.5% | +44.7% | -31.2% | -3.3% |
| 1Y | +18.4% | +66.9% | -48.5% | -2.8% |
| All | +18.4% | +63.8% | -45.4% | -2.8% |
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