+1,425.2%
AMAT vs AA
+48.4%
+1,376.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.7% | +3.4% | +5.2% |
| 7D | +7.0% | +1.1% | +5.8% | +6.9% |
| 30D | -20.6% | -1.3% | -19.3% | -20.0% |
| 3M | -24.8% | -23.9% | -0.8% | -17.9% |
| 6M | -10.7% | -36.8% | +26.1% | +3.0% |
| YTD | +54.3% | -22.2% | +76.4% | +64.7% |
| 1Y | +73.7% | +10.4% | +63.4% | +65.0% |
| 3Y | +168.4% | +72.0% | +96.4% | +108.8% |
| 5Y | +167.6% | -15.6% | +183.2% | +140.8% |
| 10Y | +1,425.2% | +47.8% | +1,377.4% | +797.6% |
| All | +1,425.2% | +48.4% | +1,376.8% | +797.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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