+1,665.8%
AMAT vs AMCR
+16.5%
+1,649.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.8% |
| 7D | +7.0% | -1.8% | +8.8% | +7.8% |
| 30D | -12.2% | -6.0% | -6.2% | -9.9% |
| 3M | -3.8% | +18.9% | -22.8% | -12.0% |
| 6M | +45.9% | +5.7% | +40.3% | +40.4% |
| YTD | +84.6% | +11.1% | +73.5% | +71.7% |
| 1Y | +193.4% | +12.7% | +180.7% | +169.9% |
| 3Y | +228.1% | +9.6% | +218.5% | +197.9% |
| 5Y | +268.9% | -10.3% | +279.3% | +274.0% |
| 10Y | +1,665.8% | +16.5% | +1,649.3% | +1,306.1% |
| All | +1,665.8% | +16.5% | +1,649.3% | +1,306.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling