+1,370.8%
AMAT vs AG
+64.1%
+1,306.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +1.5% |
| 7D | -2.5% | +6.0% | -8.4% | -3.4% |
| 30D | -26.5% | -13.5% | -13.0% | -24.8% |
| 3M | -28.6% | -20.7% | -7.9% | -26.1% |
| 6M | -14.2% | -31.5% | +17.3% | -9.7% |
| YTD | +45.5% | -10.1% | +55.6% | +45.6% |
| 1Y | +59.3% | +26.0% | +33.3% | +51.6% |
| 3Y | +153.1% | +228.9% | -75.8% | +103.9% |
| 5Y | +158.2% | +8.7% | +149.5% | +129.4% |
| 10Y | +1,370.8% | +71.9% | +1,298.9% | +1,105.5% |
| All | +1,370.8% | +64.1% | +1,306.7% | +1,105.5% |
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