+1,587.5%
AMAT vs AG
+65.2%
+1,522.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.6% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | -14.8% | +19.2% | -34.0% | -17.4% |
| 3M | -9.3% | +6.2% | -15.4% | -10.5% |
| 6M | +27.4% | -26.7% | +54.1% | +31.8% |
| YTD | +77.6% | +26.1% | +51.5% | +68.7% |
| 1Y | +188.9% | +131.7% | +57.3% | +150.3% |
| 3Y | +202.3% | +255.3% | -53.1% | +138.4% |
| 5Y | +248.9% | +61.9% | +187.0% | +192.7% |
| All | +1,587.5% | +65.2% | +1,522.2% | +1,322.1% |
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