+1,362.0%
AMAT vs ALL
+376.2%
+985.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.1% |
| 7D | +19.3% | 0.0% | +19.3% | +19.2% |
| 30D | -17.9% | +12.8% | -30.8% | -21.5% |
| 3M | -30.4% | +4.7% | -35.1% | -32.1% |
| 6M | -11.4% | +24.9% | -36.4% | -21.4% |
| YTD | +48.8% | +30.0% | +18.8% | +28.5% |
| 1Y | +66.0% | +29.9% | +36.1% | +43.1% |
| 3Y | +158.8% | +117.5% | +41.3% | +59.9% |
| 5Y | +153.2% | +161.7% | -8.5% | +31.6% |
| All | +1,362.0% | +376.2% | +985.8% | +492.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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