+1,162.1%
AMAT vs A
+319.7%
+842.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.0% |
| 7D | -14.7% | -0.1% | -14.6% | -14.4% |
| 30D | -36.1% | +3.4% | -39.4% | -37.3% |
| 3M | -36.9% | +23.8% | -60.7% | -46.0% |
| 6M | -22.2% | +49.0% | -71.2% | -43.4% |
| YTD | +29.9% | +29.4% | +0.5% | +4.7% |
| 1Y | +43.3% | +19.4% | +23.9% | +22.6% |
| 3Y | +142.7% | +66.2% | +76.5% | +53.0% |
| 5Y | +126.2% | +15.8% | +110.4% | +86.8% |
| All | +1,162.1% | +319.7% | +842.4% | +319.8% |
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