+1,425.2%
AMAT vs ALM
+2,084.7%
-659.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.8% | +6.0% |
| 7D | +7.0% | -7.2% | +14.1% | +7.6% |
| 30D | -20.6% | -26.4% | +5.8% | -18.8% |
| 3M | -24.8% | -38.6% | +13.8% | -22.3% |
| 6M | -10.7% | -61.0% | +50.3% | -5.6% |
| YTD | +54.3% | -7.4% | +61.7% | +56.2% |
| 1Y | +73.7% | +14.0% | +59.8% | +74.0% |
| 3Y | +168.4% | +844.4% | -676.0% | +140.5% |
| 5Y | +167.6% | +410.8% | -243.2% | +142.4% |
| 10Y | +1,425.2% | +2,084.7% | -659.6% | +1,134.8% |
| All | +1,425.2% | +2,084.7% | -659.6% | +1,134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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