+20.0%
IWM vs AMAT
+123.9%
-103.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -0.2% |
| 7D | -2.0% | -14.7% | +12.7% | +2.1% |
| 30D | -1.5% | -36.1% | +34.6% | +10.9% |
| 3M | -8.0% | -36.9% | +28.9% | +3.3% |
| 6M | -4.1% | -22.2% | +18.1% | -2.3% |
| YTD | +11.9% | +29.9% | -18.0% | -4.9% |
| 1Y | +15.0% | +43.3% | -28.2% | -5.6% |
| 3Y | +64.2% | +142.7% | -78.5% | +4.1% |
| All | +20.0% | +123.9% | -103.9% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling