+24.7%
QQQ vs AMAT
+190.2%
-165.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -1.0% |
| 7D | +1.5% | +7.0% | -5.5% | -0.2% |
| 30D | -0.6% | -12.2% | +11.6% | +2.3% |
| 3M | +0.4% | -3.8% | +4.3% | -0.6% |
| 6M | +20.1% | +45.9% | -25.9% | +6.4% |
| YTD | +17.2% | +84.6% | -67.4% | -2.8% |
| 1Y | +24.7% | +193.4% | -168.7% | -4.1% |
| All | +24.7% | +190.2% | -165.5% | -4.1% |
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 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