+1,162.1%
AMAT vs AG
+89.9%
+1,072.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.9% |
| 7D | -14.7% | +6.3% | -21.0% | -15.6% |
| 30D | -36.1% | -8.9% | -27.1% | -35.1% |
| 3M | -36.9% | -12.2% | -24.7% | -35.8% |
| 6M | -22.2% | -28.3% | +6.1% | -18.7% |
| YTD | +29.9% | -8.8% | +38.8% | +29.8% |
| 1Y | +43.3% | +39.4% | +3.9% | +34.4% |
| 3Y | +142.7% | +229.4% | -86.8% | +95.7% |
| 5Y | +126.2% | +14.5% | +111.7% | +99.9% |
| All | +1,162.1% | +89.9% | +1,072.2% | +927.1% |
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