+5,091.3%
AMAT vs AMCR
+106.4%
+4,984.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.5% | -1.9% | +0.4% | -0.9% |
| 30D | -14.8% | -4.1% | -10.7% | -13.7% |
| 3M | -9.3% | +21.7% | -30.9% | -15.8% |
| 6M | +27.4% | +1.5% | +25.9% | +25.6% |
| YTD | +77.6% | +13.1% | +64.4% | +67.4% |
| 1Y | +188.9% | +16.5% | +172.4% | +168.8% |
| 3Y | +202.3% | +10.3% | +192.0% | +182.8% |
| 5Y | +248.9% | -7.7% | +256.6% | +249.4% |
| 10Y | +1,585.2% | +24.6% | +1,560.6% | +1,365.9% |
| All | +5,091.3% | +106.4% | +4,984.8% | +4,449.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling