+1,362.0%
AMAT vs A
+300.7%
+1,061.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.3% | -2.0% |
| 7D | +19.3% | +0.7% | +18.6% | +19.0% |
| 30D | -17.9% | +0.8% | -18.8% | -17.9% |
| 3M | -30.4% | +16.9% | -47.3% | -37.9% |
| 6M | -11.4% | +53.8% | -65.2% | -36.9% |
| YTD | +48.8% | +28.1% | +20.7% | +20.9% |
| 1Y | +66.0% | +15.0% | +51.0% | +46.4% |
| 3Y | +158.8% | +63.1% | +95.7% | +65.5% |
| 5Y | +153.2% | +11.5% | +141.7% | +116.3% |
| All | +1,362.0% | +300.7% | +1,061.4% | +356.0% |
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