+1,315.3%
AMAT vs A
+328.7%
+986.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.1% | +8.3% | +9.1% |
| 7D | -1.1% | +4.8% | -5.8% | -3.9% |
| 30D | -26.9% | +5.6% | -32.6% | -29.3% |
| 3M | -31.2% | +23.6% | -54.8% | -41.0% |
| 6M | -14.7% | +56.4% | -71.1% | -39.9% |
| YTD | +44.7% | +33.4% | +11.3% | +14.3% |
| 1Y | +62.0% | +23.7% | +38.2% | +35.3% |
| 3Y | +165.0% | +71.0% | +94.0% | +64.1% |
| 5Y | +147.1% | +16.8% | +130.3% | +104.0% |
| 10Y | +1,315.3% | +323.8% | +991.5% | +360.2% |
| All | +1,315.3% | +328.7% | +986.5% | +360.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling