+1,587.5%
AMAT vs ALM
+2,950.3%
-1,362.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.4% |
| 7D | -1.5% | -2.6% | +1.1% | -1.3% |
| 30D | -14.8% | +32.0% | -46.8% | -16.4% |
| 3M | -9.3% | -15.0% | +5.8% | -8.8% |
| 6M | +27.4% | -10.1% | +37.5% | +27.1% |
| YTD | +77.6% | +99.4% | -21.9% | +70.7% |
| 1Y | +188.9% | +316.4% | -127.4% | +168.0% |
| 3Y | +202.3% | +2,022.0% | -1,819.7% | +155.8% |
| 5Y | +248.9% | +941.2% | -692.3% | +200.9% |
| All | +1,587.5% | +2,950.3% | -1,362.9% | +1,219.8% |
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