+1,321.9%
AMAT vs ALM
+2,100.8%
-778.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.5% | -3.3% |
| 7D | +11.4% | +1.2% | +10.1% | +11.2% |
| 30D | -17.0% | -19.3% | +2.3% | -15.7% |
| 3M | -30.6% | -40.6% | +10.0% | -28.2% |
| 6M | -14.9% | -57.9% | +43.0% | -10.4% |
| YTD | +44.7% | -6.7% | +51.4% | +46.4% |
| 1Y | +66.9% | +20.2% | +46.7% | +66.7% |
| 3Y | +153.3% | +879.4% | -726.1% | +126.5% |
| 5Y | +146.2% | +415.3% | -269.0% | +122.9% |
| All | +1,321.9% | +2,100.8% | -778.9% | +1,049.9% |
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