+1,425.2%
AMAT vs ALB
+35.3%
+1,389.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.6% |
| 7D | +7.0% | +1.1% | +5.9% | +6.2% |
| 30D | -20.6% | -2.6% | -18.0% | -20.1% |
| 3M | -24.8% | -25.6% | +0.8% | -17.0% |
| 6M | -10.7% | -54.0% | +43.3% | +17.9% |
| YTD | +54.3% | -31.6% | +85.9% | +70.2% |
| 1Y | +73.7% | -6.6% | +80.3% | +68.7% |
| 3Y | +168.4% | -14.0% | +182.4% | +134.6% |
| 5Y | +167.6% | -62.5% | +230.1% | +221.7% |
| 10Y | +1,425.2% | +36.3% | +1,388.9% | +806.9% |
| All | +1,425.2% | +35.3% | +1,389.8% | +806.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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