+1,370.8%
AMAT vs A
+312.5%
+1,058.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.5% |
| 7D | -2.5% | +1.4% | -3.8% | -3.0% |
| 30D | -26.5% | +4.3% | -30.8% | -28.3% |
| 3M | -28.6% | +19.8% | -48.4% | -37.4% |
| 6M | -14.2% | +54.4% | -68.6% | -39.1% |
| YTD | +45.5% | +31.7% | +13.8% | +15.9% |
| 1Y | +59.3% | +22.4% | +36.9% | +34.0% |
| 3Y | +153.1% | +67.7% | +85.4% | +58.8% |
| 5Y | +158.2% | +15.7% | +142.4% | +114.3% |
| 10Y | +1,370.8% | +308.7% | +1,062.1% | +371.6% |
| All | +1,370.8% | +312.5% | +1,058.3% | +371.6% |
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