+733.6%
IWM vs AMAT
+1,045.3%
-311.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.6% | +9.0% | -0.1% |
| 7D | -4.6% | -24.3% | +19.7% | +4.2% |
| 30D | -3.7% | -39.8% | +36.1% | +13.1% |
| 3M | -9.4% | -40.2% | +30.8% | +5.9% |
| 6M | -3.6% | -22.1% | +18.5% | -0.5% |
| YTD | +10.8% | +24.7% | -13.8% | -4.1% |
| 1Y | +11.9% | +33.3% | -21.4% | -5.7% |
| 3Y | +60.6% | +133.9% | -73.3% | +5.3% |
| 5Y | +19.2% | +117.1% | -97.9% | -22.9% |
| 10Y | +165.3% | +1,158.7% | -993.3% | -15.0% |
| All | +733.6% | +1,045.3% | -311.7% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling