+1,587.5%
AMAT vs AA
+115.8%
+1,471.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.0% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -14.8% | +5.0% | -19.8% | -16.5% |
| 3M | -9.3% | -35.8% | +26.6% | +4.1% |
| 6M | +27.4% | -18.4% | +45.8% | +33.9% |
| YTD | +77.6% | -5.5% | +83.0% | +77.6% |
| 1Y | +188.9% | +61.0% | +128.0% | +141.4% |
| 3Y | +202.3% | +66.2% | +136.1% | +135.9% |
| 5Y | +248.9% | +11.4% | +237.5% | +183.0% |
| All | +1,587.5% | +115.8% | +1,471.7% | +802.4% |
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