+24.6%
IWM vs AMAT
+152.5%
-127.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.4% | -8.1% | +0.1% |
| 7D | +1.2% | -1.1% | +2.3% | +1.2% |
| 30D | +1.3% | -26.9% | +28.2% | +9.7% |
| 3M | -6.1% | -31.2% | +25.1% | +2.9% |
| 6M | -0.1% | -14.7% | +14.6% | -0.7% |
| YTD | +15.5% | +44.7% | -29.2% | -4.8% |
| 1Y | +18.1% | +62.0% | -43.8% | -6.5% |
| 3Y | +74.6% | +165.0% | -90.3% | +8.1% |
| 5Y | +24.6% | +147.1% | -122.5% | -26.6% |
| All | +24.6% | +152.5% | -127.8% | -26.6% |
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 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