+1,321.9%
AMAT vs AG
+76.0%
+1,245.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.3% |
| 7D | +11.4% | -10.0% | +21.3% | +13.3% |
| 30D | -17.0% | -10.5% | -6.6% | -15.5% |
| 3M | -30.6% | -27.3% | -3.4% | -27.2% |
| 6M | -14.9% | -43.0% | +28.0% | -7.8% |
| YTD | +44.7% | -17.9% | +62.6% | +47.0% |
| 1Y | +66.9% | +11.9% | +55.0% | +61.7% |
| 3Y | +153.3% | +201.8% | -48.5% | +106.7% |
| 5Y | +146.2% | -0.1% | +146.3% | +121.8% |
| All | +1,321.9% | +76.0% | +1,245.9% | +1,069.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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