+1,315.3%
AMAT vs AME
+465.0%
+850.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.2% | +7.2% | +7.3% |
| 7D | -1.1% | -1.5% | +0.5% | +1.1% |
| 30D | -26.9% | -4.2% | -22.8% | -23.0% |
| 3M | -31.2% | -5.9% | -25.3% | -26.0% |
| 6M | -14.7% | +2.8% | -17.5% | -14.3% |
| YTD | +44.7% | +16.6% | +28.1% | +30.4% |
| 1Y | +62.0% | +22.1% | +39.8% | +40.0% |
| 3Y | +165.0% | +64.7% | +100.3% | +70.7% |
| 5Y | +147.1% | +76.6% | +70.5% | +50.8% |
| 10Y | +1,315.3% | +443.9% | +871.4% | +425.7% |
| All | +1,315.3% | +465.0% | +850.3% | +425.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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