+1,426.4%
QQQ vs AMAT
+2,979.4%
-1,552.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | -0.4% |
| 7D | -5.0% | -14.7% | +9.7% | +1.5% |
| 30D | -13.4% | -36.1% | +22.7% | +4.3% |
| 3M | -8.1% | -36.9% | +28.8% | +10.2% |
| 6M | -5.5% | -22.2% | +16.7% | -0.5% |
| YTD | +7.2% | +29.9% | -22.8% | -12.1% |
| 1Y | +7.8% | +43.3% | -35.5% | -15.7% |
| 3Y | +80.7% | +142.7% | -61.9% | +4.3% |
| 5Y | +69.6% | +126.2% | -56.6% | -3.4% |
| 10Y | +517.8% | +1,211.7% | -694.0% | +36.3% |
| All | +1,426.4% | +2,979.4% | -1,552.9% | +66.7% |
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